Read "Waking Dreams" | Main story mode - At the Summit of Apocrypha TES V: Skyrim - Dragonborn Guide

Completing this part of the mission is a matter of seconds. Head to the inventory and search for the proper Black Book. Remember that their magic properties are active only on Solstheim - if you're in the land of the Nords, you should sail back to the haunted island.

Read the cursed pages and you will be transported to the realm of Apocrypha. The end is near!