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I joined the Stormcloaks on 360, but this sounds similar to an issue I was having.
You probably need to speak to Legate Rikke a second time - talk to him once to initiate the quest, and a second time to progress the quest. I'm guessing that you only spoke to him once, then tried to enter...
I was running in to this same issue, but my problem had a legitimate solution that did not require exploiting a glitch or running into a wall with a bucket.
I spoke to Galmar in Windhelm to begin the quest, and immediately 2 quest trackers appeared on my compass. Unfortunately, I ignored the...