Once Upon Totem in the West
After completing 'Rootin' Totem Good Time,' head into town in the Old West and talk to Red Wolf.
This begins another 'question the locals' sequence. As ever, targets will show up on your compass and on the world map, and can often be picked out of a crowd because they're not walking anywhere. The two rumours you need are "A suspicious tall fella wearing a big coat…." and "Someone saw a pole with a face…."
Taking this info back to Red Wolf is enough to complete the mission, and unlock him as a character.
It also opens up a Gwenpool bonus mission.