The excitement that comes from beginning a new adventure in Sea of Thieves is one of the best bits. The Tall Tales are just as brilliant thanks to the more crafted stories they help tell. You're going to want to work your way through them, but figuring out how to start them isn't always obvious. 

Shores of Gold is the first Tall Tale to be told in Sea of Thieves. It has you making your way through the Devil's Shroud to try and find a gold-covered island. 

Calling it the Sea to El Dorado would have been to one the nose, I suppose. 

To begin your adventure you need to head to an outpost first of all. Then you need to find the local tavern, after all, no Tall Tale begins without alcohol. 

Once you are there head to the back of the room and look for the Mysterious Stranger, upon a barrel next to them will be a journal called The Shroudbreaker. (Devil's Shroud see, it's good stuff).

Interact with the book and then choose the option "Vote For Tall Tale" to begin this brand-new journey. This will begin the adventure and have you following some quests in order to complete the tale. Basically, every time you finish a mission you'll be given a clue on where to find the next part of the Tall Tale. It is a fun little scavenger hunt that rewards you with adventure. All without the threat of scurvy. 

The most exciting part of all is that this a new platform for the game to launch new quests going forwards. Plus, they will be sticking around permanently, which means even if you can't get through the entire quest line right now, you will have plenty of time to actually finish it off. Given the somewhat classical nature of this quest line, maybe the next one could have you hunting other classic myths like Atlantis?