Monstrous Brigands is the first side quest in Greece (Act I). It is given by Nicostratus, a shepherd who comes running up to the south-eastern exit of the Village of Helos/Laconia. He will tell you of a Satyr ambush, as he and his friend Tellis led their flocks home. The Satyrs dragged Tellis into a roadside cave.
You will find that cave in eastern Laconia. Progress to the second level of the cave to find several Satyrs with a white glow around them. Kill them, then talk to Tellis to get the reward and complete the quest. The Satyrs often drop magical stuff (bows, spears, armor) and there's also a chest here holding some goodies.
You can talk to Nicostratus in Helos again (he now stands inside the village, near the portal), but he will just thank you for your help.
Reward: 300 Experience, Magical Jewelry