This pirate quest is not a short quickly done venture. It may be soloed but most will prefer help from a group.
Regardless: - you must use a boat to complete a couple of the quest segments, - you should be able to defend yourself from a boat, - you will need some help from a GM Blacksmith at some point, - you will need Tradium coins to use as bribes, - you should be ready for some good fights.
You need to talk to Smead the Swabby in Southport Keep. Smead looks after the Keep in Captain Davy Jones absence and will start you on the Locker quest.
Where is Southport Keep you ask? Well . . it is south.
When the quest is completed you may have obtained some nice drops and of course the ultimate prize - Davy Jones Locker itself *grins*