The prisoner you need to rescue is kept within the dungeon of a Fortification - either a castle or a town - belong to a faction that is hostile to the quest givers. The imprisoned person in prison will always be a Vassal, as Ladies can only be taken captive by Players and are never kept in dungeons - the throwing of the noble in a dungeon instead of granting them proper conduct.
A Lord or Lady will ask you to rescue a member of their family from captivity, who have been denied the treatment they deserve as noble prisoners.
