By the Horn



If you are at the hospital where the Avatar spawns, go North (I think) towards the nearest shoreline. Follow the shoreline West (left, if you are looking towards the water from shore) to one of the first areas where you started this storyline. There will be a bunch of those demon types attacking civilians by a building that is next to the boardwalk. The guy that gives the quest is on the West side of the building under the overpass.