The Jeremiah Blues is part of the Horde Better Late Than Never quest chain. This quest chain starts with 
I've always been of the opinion that it takes a special gift to sell... cockroaches. No doubt you are on quite the epic sojourn now, mighty <class>. I will leave you to your world-shaping endeavors. Allow me, however, to be a part of your magnum opus and reveal that he is located near the bank, suitably groveling under one of the walkways.
Every time someone steps on a cockroach, I cry. Please don't make me cry.
I haven't used that name in years... but yes, at one point in my life - before this glorious unlife - that was my last name.
You claim to have known my sister... or rather, have recently spoken to my sister.
Who's been dead.
For four years.
You know, if my bones weren't already brittle enough, I'd be tempted to break my foot off on your posterior. You're quite the vulture, aren't you?
What... you have a package for me from my sister?
Upon completion of this quest you will gain: