Before this Stranger appears on the world map in Red Dead Redemption, the player needs to complete the Luisa Fortuna mission «Must a Savior Die?». Head to Winder Glutch to the marker on the map to start this mission.
You will meet Mr. Basilio. After a short dialogue, he will task the protagonist with finding the first part of Basilio's treasure map in Sidewinder Gulch. Climb up the rock and go along the slope to the left to find the first map.
After taking the scroll, head to the marked point on the map to find and take another part of the map.
Do the same actions two more times, return to the man and talk. As it turned out, there is no treasure, he was just fooling you. After watching the cutscene, the mission will be considered completed. Rewards: