Leap from the lighthouse and you'll engage in a scrap with Scarlett's men. They aren't really anything special, but the nature of the arena gives ranged types a lot of vision – a significant change after all of those slum brawls. Try and use what little cover you have, hovering around the lighthouse itself if necessary. Just make sure to deal with corsairs as and when they appear.
With Scarlett's men dead, fast travel to Wurmwater and get yourself a skif. Head towards the waypoint to initiate a cutscene...
Damp in here, isn't it? Run forward and, yup, boss fight!
While Roscoe isn't all that strong (and has a rather obvious weak point in its mouth) there are a few key things to watch out for. The acid pools at your feet will damage you, and considering you'll need to strafe to avoid Ros' acid balls you need to stay aware of these areas. Second, flying enemies will try and get you every now and again so don't stay scoped in and focusing purely on Roscoe, else they might just nibble all of your health away.
Those two things aside, focus damage on Roscoe and before long the hullking beast will fall.
Grab the loot and then head for the waypoint to meet...
Ah, yeah, here's the main boss. The Leviathan is equipped with a slew of ranged attacks so try and keep your distance at all times, aiming for the blue splotches on its body. Ignore the one on its tongue for now, focus on the eyes and body while constantly moving.
After you damage the boss a considerable amount a significant army of Sand Worms will appear. Move far away from the Leviathan and take out all of these creatures. You'll know when you're near the end as a queen will arise to try and stop you.
After dispatching the queen, and killing all of the Leviathan's 'outer' weak spots, he'll now leave his tongue exposed post-attacks. Take advantage of this, and know when it's likely to happen. Sand worms will continue to bug you, so knowing when the tongue will be exposed is a key to making this fight easier. Destroy the tongue, and the Leviathan will be deceased.
Well done, you've completed the DLC's main quest! Head to the waypoint to reap the rewards of the treasure room. There's much left to do in this DLC, including killing a Seraph, so don't think we've seen the last of those delightful Skifs.