"Think you've got what it takes to be a gladiator? Enter the arena and put your life on the line for the amusement of our spectators and gamblers! Direct all enquiries to Rade Zayben, director of events."
Follow the road going though the Arid Badlands until about the middle of the map and follow the mission marker to the entrance to the Circle of Death. Talk to Rade to complete the mission.
"Ah, fresh meat. Here's how it works. You survive, you get paid. Simple as that."