I currently have the quest right now. I didn't get it until I hit rank 5 with the Gunsmith. I've also finished the Jolly Holiday questline for The Chaperone, I've seen other people speculate that you need to finish that (Jolly Holiday/The Chaperone) in order to get access to the First Curse questline but I'm not 100% on if thats true. The only reason I'm replying to your post like a month later is because I was searching to see if anyone else had it lol. Heres a [url=http://postimg.org/image/kxxnhvkvn/] screenshot[/url] of my quest log so you know I'm not bullshittin