This first message in a bottle can be found just north of Oasis. It'll be a little past the large ship overlooking the area on a deck. Go to the upper level of the deck and you'll find this bottle sitting on a bench not far from a large umbrella. This mission can be acquired any time after "A Warm Welcome".
|Normal||True Vault Hunter|
All of the "Message in a Bottle" missions are essentially the same idea. When you find the bottle, you'll be given a key for a chest and a general location. When you get there, you have to take a look around and find that large black X that marks where the chest is.
In this case, head back to Oasis and find the waypoint that marks the area you are looking for. From the boardwalk, head behind the first row of buildings in you'll find yourself in a sort of courtyard area where the hill rises sharply. You'll see a set of buildings that go along the boardwalk and then along the town center forming a corner. Across the courtyard from these buildings will be a shorter building with a large garage door with an X on it. Open the door by using the switch just to the left of it. Inside will be your chest. Loot it to finish the mission.