You have been told to pay a visit to the Harbor Master for some ammo to help you get familiar with the finer points of boarding. If you want to learn more about boarding combat, speak with the Harbor Master in port for the shot.
The first of two tutorial quests designed to familiarize you with the concept and mechanics of boarding combat. To finish this one you just have to talk to the Harbor Master in your nation's starting town. He will give you the special shot types you'll need for the follow-up mission.
- Speak to the Harbor Master