After you do the initial quest to start the campaign, you will have to do an Orientation quest where you ride a theme park cart into a tunnel that ends in a room full of gold. Complete this quest. The very next quest you get is Dungeon Maintenance where you will go back into the Orientation mission's tunnel to clear some enemies out. The final room you enter will be the room that was full of gold in Orientation. Immediately dodge forward and to the left toward the hole in the wall and do an AOE attack to kill the goblin before it reaches the hole to unlock this.
If you miss this 1st go, this quest appears to be one of the weekly repeatable ones, so no worry.