Nikolai's Demons

While playing as Nikolai, head to the Abyssal Rim and in front of the ammo cache, there will be a patch of dirt that you can throw a Molotov on to reveal some footprints. Follow the footprints until they end, and throw another Molotov to reveal more footprints. Do this one more time to reveal the final set of footprints, leading to a cave opening, where you can interact with the goat toy on the left-hand rock to begin the quest.

We won't spoil what is inside as it is pretty cool and builds some amazing lore for Nikolai, but at the end of the quest, you will be given a Legendary weapon and your equipment back.