You get the Knockin' on Heaven's Door quest in the lighthouse.
To get to the lighthouse, you can select a quest that leads you there so that the minimap will show you the directions. From the lifeguard tower, you would take the truck and drive it north, along the road.
Tip: If you have already been to the lighthouse, you can get to there from the lifeguard tower and back fast by using fast travel. You use fast travel by going to the big map on the wall and choosing your destination. The fast travel maps can be located in the radio room in the lifeguard station, and in the first floor of the lighthouse.
At the lighthouse, locate James. James is found in the balcony on the top of the lighthouse. He will ask you to help everyone around there. Basically, completing this sidequest involves completing other sidequests from NPCs in the area. After you talk to James, talk to the other NPCs in the lighthouse and see what help they need. Sidequests here include:
A Ray of Hope: You get this from Darvin, who wants you to check on the status of the transformers in order to bring back power to the lighthouse
Light My Fire: Get this one from Trevor. He wants you to gather flares from shipwrecked ships.
Tell me where it hurts: You get this sidequest from Mike Fler who wants you to get some painkillers and bandages for an injured person, Linda
Also, if you have "The Lost" quest from Steven, make sure to talk to Maggie who is present in the lighthouse.
Make sure to talk to everyone around here, and complete all their quests. Once you are done, talk to James and that will complete his quest and also grant you a nice cash reward, and unlock the next quest from him, Counsel of Despair.
