@ubi-raziel
mine is ps4 original, and i have a digital copy of the game.
also I checked my storage and I did download the whole 45 GB.

edit: oh hey I just tried it again and now I can start the quest!

@axeljbbb
so it's issue with the game then

Im on ps4 and can't start the quest either. when I go near Sigurd to talk to him the warning saying that i didn't complete the installation shows up and unable to interact.
I tried to reinstall it and noticed I could only download 15GB of the game while the whole game is 45GB. maybe that's what causing the problem??

I got valhalla digital version on the US playstation store and the game doesn't have Korean option.
I know that on PC you can download additional language pack, is there a way to get the pack on ps4?