Are you using the trainer?
(Or rather are you using Ghost/Invisible, those options might cause issues with the AI as they won't patrol or move and you can't interact with anything either.)
Otherwise I am unsure what it could be, you are supposed to see two groups initially, listen to either (Either the ones patrolling or the ones just standing guard.) and a new area will appear, explore it and two new targets should appear and then listen to either of them and a third and final area should show on the map where you'll listen to the last bit of info needed.
I reloaded it and then the objective appeared.You are right about the ghost/invisible cheats they do the same thing as the last assassins creed game,when you turn them on to follow an objective undedected the group freezes in place and you can't advance any futher.I was hoping this new game wouldn't have this hack protection.I couldn't finish the last AC game because of this.To bad its not possible have a complete current mission cheat.If I remember correct you couldn't use someone elses saved game in the last AC either.Oh well I'll cross my fingers and hope the stealth missions aren't that hard.