When you first fire up Destiny 2 after the launch of Shadowkeep, you can visit Banshee-44 at the tower to get a new Exotic quest called Pain and Gain. Interact with him, and he will give you the quest.
Destiny 2 – Pain and Gain Exotic Quest Guide
Joy In Suffering
The first step of the quest is called Joy In Suffering, and it consists of three different goals.
- Complete a Lost Sector in the EDZ
- Heroic public event completed
- Nightfall strike completed
You can complete any Lost Sector you like, as long as it is in the EDZ. You can also complete any Heroic Public Event, which is nice as they are plentiful around the EDZ as well. The Nightfall is the hard part of this quest, as it is the peak weekly activity in the game outside of Raids. To do the Nightfall, team up with some friends and select it from the Vanguard Strikes playlist. For solo players, you will need to group up with others to get that part done, especially if you are new to the game.
After all those steps are complete, the next part of the quest opens up.
Once you finish the previous three steps, a new mission appears in the EDZ called Risk/Reward. As part of the mission, you need to take out three Dusk Captains. After they’re gone you can to take out a Walker.
You need to start by taking out the regular enemies, and doing so until a Dusk Captain spawns. Take him out, and then repeat the process. These captains do not appear until you have killed enough regular enemies. When the three of them are dead, take out the Walker.
Now comes a fun part. Follow the way point to the Locked Door, then carefully make your way through the Cosmodrome wall by jumping from platform to platform. When you get all the way to the end you will find your new Exotic weapon. Continue to the follow the waypoint and you will be told to the test the weapon in an escalating fight against some Fallen.
When you finish, return to Banshee-44 at the Tower to wrap up the quest!