In The Legend of Zelda: Tears of the Kingdom, you can obtain An Eerie Voice side adventure by speaking with Penn at the Highland Stable during the Potential Princess Sightings! side adventure.
For this quest, you’ll need to speak with Penn again at night. To advance time to night, you can either wait or sleep at the stable. Afterwards, follow Penn west into the grassy field where you’ll hear an eerie voice. You’ll then need to search for its source. It’s coming from the bottom of Haran Lakefront Well.
Jump in to find Sagessa. She’ll explain herself and you’ll inform Penn. Afterwards, An Eerie Voice side adventure will complete.