We spent a good 15 minutes looking around the back of Castle Volkihar and climbing up to find nothing, and then taking a trip in the water to nearby land also gave us nothing until we started at the front of the castle again, which is not what the quest description told you to do. It’s worth pointing out that the following information will contain spoilers surrounding the Skyrim DLC, so only read on if you need help or want to learn more about Dawnguard and specifically Chasing Echoes. It would be crazy to walk in the front door with the amount of vampires guarding the castle, so during this quest you’re told to find the hidden entrance at the back of the island, which is a little misleading. You will start the Chasing Echoes quest within the Skyrim Dawnguard DLC after the first Elder Scroll has been read to you by the Moth Priest, and there are a number of objectives that start with heading to Castle Volkihar and looking for a hidden entrance that Serana told you about.