Lost Marbles are something you can find in the different zones you’ll visit during your adventure through Tiny Tina’s Wonderland. Here you’ll be navigated to the Lost Marbles which are scattered around Karnok’s Wall.
Lost Marble Location #1 - Fort Calcium
Complete the The Son Of a Witch Main Quest then go back to the The Ribs Fast Travel and follow the path down until you reach Fort Calcium. Continue following the path around and you’ll notice a shielded door on the left side. Interact with the Pedestal on the left of it to break it open, then climb up to the upper area and melee the first Lost Marble!
Lost Marble Location #2 - The Dreadspine
Once you’ve completed the Side Quest Spell to Pay, return to The Rib Fast Travel and head north until you reach Dryxxl in Dreadspine. Progress through the quest until you’ve got past the puzzle, then follow the path around to the east to find a wall being blocked by a shield. Like the previous Lost Marble, interact with the pedestal to the left of it to turn it off, then go in and smash the Marble.