In this quest
(http://www.uesp.net/wiki/Morrowind:Lord%27s_Mail_%28quest%29)
at least, if you accept the quest giver's second "find this artifact" request, while not completing this first (should you be able to do so?), the characters will claim, when asked about the Lord's Mail topic, that you've already returned it. I don't know what happens if you then actually return it to the quest giver, I'll try to do it soon. Depending on what happens, this could be a major or a minor issue.
Edit: the quest giver accepts
Edit: the quest giver accepts it just fine, so it's a minor issue. This Varus Vatinius guy is pretty hard to find, though, spend 15 minutes searching the Grand Council. Might check his packages when there's nothing better left to do.