Happy Trails Expedition

Happy Trails Expedition is the intro quest to the Fallout: New Vegas add-on, Honest Hearts.

Quick walkthrough

 * 1) Find Jed Masterson with the "Happy Trails Expedition Broadcast" from your Pip-Boy and begin your journey to Zion Canyon.
 * 2) Let Jed Masterson know you're ready to leave once you're traveling alone and carrying 75 (or 100) pounds or less.

Detailed walkthrough
After installing the add-on, you will receive a radio signal from Jed Masterson about the "Happy Trails Caravan" heading through Zion on the way to New Canaan. After that, make your way to the Northern Passage just north of New Vegas and talk to Jed about joining the caravan.

Jed Masterson will only allow you to travel if you're traveling without companions and carrying 75 pounds or less.

Note: You can increase the weight limit to 100 pounds by:
 * Passing various speech checks with Ricky.
 * Passing a Survival check of 50 with Jed Masterson.
 * Having the Strong Back or Pack Rat perks and using appropriate lines in dialogue with Masterson.

You can speak to Ricky at length and call him out on his lies multiple times using appropriate skill checks (Survival, Guns, Science, etc.), causing him to leave. You will also get the option to keep silent about his lies if he carries some gear for you (you don't actually give him any items, but you get an increased limit).

Additional items can be safely placed in the crate next to Jed.

Once you're alone and carrying less than the weight limit, talk to Jed again to travel to Zion Canyon. Completing this quest will allow you to watch the opening cutscenes for Honest Hearts, and begin the Arrival at Zion quest.