Once you talk to Safiya, she will instruct you to come back at "sundown".
Come back and talk to Safiya between 7:30 and 8:00 in the evening and tell her you will follow her. Eventually about 8:20 she will begin to walk north a ways up the road. You must be nearby when she stops and runs away screaming that she heard voices. Let her run and then speak with her again.
Walk around the shrine until the quest tells you that you could find no trace of a ghost.
Go back to N'Garen and report to him that Safiya is in fact crazy, and there were no voices to be heard.
He will tell you to go kill Safiya... so do that. She isn't very hard. Return to N'Garen for a choice of weapons and 5 silver. Optionally you can choose not to kill her and she will reward you with a choice of three weapons.