SPOILERS BELOW
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1º/ Pray at any shrine to start the quest, you will receive a vision and a map.

2º/ Pray at the rest of the shrines. For vanilla shrines any works, even those found in Solitude's Temple of the Divines. The locations of the 5 new shrines are:
- Phynaster: South of Bruca's Leap Redoubt, in a little isle in the middle of the river.
- Y'ffre: Lowest floor of Bannermist Tower.
- Sheor: Faldar's Tooth, second floor from the top of the highest tower.
- Magnus: Pilgrim's Trench wreckage, inside the biggest ship.
- Pelinal Whitestrake: North of the Tower Stone.

3º/ Open the door to the Paladin's Crypt on Solitude's Temple of the Divines by casting the Pure Light  spell given to you by Pelinal whitestrake on the previous stage.

4º/ Start the trials of the divines by cleansing yourself in holy fire.

5º/ Take the hammer Skullcrusher, you will need it.

6º/ Pass the Trial of Justice by not stealing anything, which includes whatever stolen belongings you had. This is the only trial you can fail and complete the quest if you manage to defeat the Avatar of Justice after stealing something but he's powerful.

7º/ Pass the Trial of Mercy by not attacking the bear, just wait and heal yourself if needed or calm him.

8º/ Pass the Trial of Strength by defeating the Avatar of Strength. 
Since your items are removed at the start of the trials, use your magicka wisely, summons, ebonyflesh, healing... and your thu'um!

9º/ Pass the Trial of Wisdom by solving the chess-based puzzle.
Talk to the Avatar of Wisdom to start the trial. Then make the following moves to solve it:
- B1 to B2
- C1 to C2
- C2 to B3

10º/ Exit the trials and get your reward, the Ring of Phynaster is one of the tombs.