The other guide doesn't explain where to find the location, so here goes
Note that the quest marker is blue on the map - if you're in the quest menu it doesn't show up as having a location... travel to the city in Elis (Temple of Apollo synch point) & look for the blue diamond north-ish of your location, it'll be the theatre
Go and speak to Thespis and it'll start the quests, some are an "either or", for example the first ones are A Sophisticated Tipple and Everyman's Drink, the second being the easier of the two
Follow several other sub-quests to find actors and the last part is the play itself, yes, you get to be an actor... enjoy!