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The Test of Faith is one of the easiest but longest of the quests before joining a camp. Diego will tell you to go to the old mine and collect a list of supplies that the mine workers need from someone named Ian. The mine is north west of the Old Camp. Just follow the road to the left out of the main gate. Once you get into the mine, start making your way down. Ian is next to the second set of red flags. Get the list from him and head back out of the mine.
Here you are faced with a choice. If you are joining the old camp, bring the list back to Diego. If you want to join the new camp, hold onto the list until later. You will need it to give to one of the guys from the new camp.