Thorn is a powerful Exotic hand cannon that has corrosive (and piercing) rounds. Add to that the Soul Devourer perk and you have a fantastic weapon with some great lore behind it. 

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The quest begins in the EDZ.  Head there, Trostland landing is where you want to be. 

You want to go to the Salt Mines, so head north past the church (where the main NPC is) and into the tunnel filled with Fallen.    You'll eventually get to an elevator shaft (the one that broke as you started it up in the campaign).  There will be a transmat pad next to it... do it!  

You should now be outside.  Just follow the path until you get to the force field.  There is a small hard to find path if you look up and back.   Follow that path until you come to a ruined camp.  You will see a fire pit.  As you approach it a prompt "Sift through the ashes" will appear.   You will receive "A Melted Hunk of Metal". 

Take that item to Banshee-44 in the Tower to start the quest. 

The Essence

It's time to start collecting items for the Gunsmith.  You are required to farm Hadronic Essence.   You can either complete Nightfall Strikes, kill Warlocks in the Crucible or complete planetary bounties on Io.    Pick which way you feel is fastest or hte most fun for you. 

The Steel

More items to collect.  This time you are looking for Plasteel Plating.  Your choices here are to kill Hunters in the Crucible, complete planetary bounties on Titan or complete Heroic (Tier Four) Blind Wells.    Once again, pick your own poison.  

The Binding

The last items that you require are Sapphire Wire.   You can either kill Titans in the Crucible, complete Escalation Protocol waves or do planetary bounties on Mars.  

Now the long, hard grind begins. 

You must PvP.  You need to get kills by using either Hand Cannons or Void damage.  This is going to take a while: enjoy the ride. 

You did it!  Amazing...off to the Farm.  That's the place we visited for all of 15 minutes in the campaign.   It's a landing option in the EDZ.

One Last Thing

You must complete a modified version of Savathun's Song Strike. It's not hard and compared to the Crucible grind is a walk in the park.  

Need more help? This is a great video that has helped over 1,000,000 others.

Now that you have Thorn...I'd appreciate it if you'd stop pointing it in my direction.  

Thanks! Have fun!