Walkthrough for Exodus in America of Red Dead Redemption.
Tip: The Yellow and Blue Mark on the map indicate the location of your mission.
1. Go to the Saloon in front of you.
2. Follow Jake and mount your horse.
3. Follow Jake with your horse based on the guides game is giving you until you are in the Fort Mercer.
4. Jake will leave and you need to enter the Fort Mercer alone.