What’s an underdog story without a montage? Well, we’re not going to get one, but we are going for a spot of 'training' anyway. Leave the area and make your way back towards Moxxi’s digs, she’ll point you in the direction of your trainer.
You new trainer is found to the north, her digs positioned under the road bridge and behind some rather ominous looking sea mines. Hop out, nip in to talk to her. Unbelievably, perhaps, that’s all that’s required for this mission. Enjoy the XP.