In front of the altar at the temple you can speak to Brigitte, a priestess of Geshtianna. If you're polite to her she'll mention that somebody recently stole the idol to Geshtianna, and she'll ask you to look for it.

The culprit is Marley, his house bottom right of town map. If you're persuasive, you can tell him that if he gives the idol back, the priestess will bless him, and then he'll give you the key to the back room in his house, where you can find the idol. Otherwise, you'll have to steal the key or kill Marley to get it. 

When you carry the statue of the goddess Geshtianna in your inventory, you'll gain -3 DX, +2 BE, and +1 CH. If you return the statue to Brigitte, you'll receive a blessing worth +1 BE, plus 6400 experience (and perhaps other rewards). So some characters might want to keep the statue rather than turn it in.