Shortcut to the Soul Cairn

It is somewhat known that most areas have some sort of scaling mechanic. If you have a quest that is quite difficult it could be a number of things:

• The game's difficulty setting
• The level of the skills you are using affecting how well you can do combat
• the scaling, when combined with the difficulty setting, has made the enemies much too difficult
• The equipment you are currently using
• The combat strategy you have been using has been inefficient and it hasnt been a problem until now

Try setting the difficulty lower and see how low it needs to go before it becomes managable. It may just be that the scaling for that quest is off.

After you pass through the "gate" where you met the questgiver, go EEEN (about 70 degrees right from N), it's a long walk but eventually you will find a shrine-like structure which is basically a roof supported by 4 columns, it will be illuminated from within in purple, the skull will be at the foot of a pedestal at the shrine's center. The shrine is due east of the entrance to Valerica's prison.

Here's a video guide.