Let's Waltz! is a quest halfway through Dying Light 2's main story where Aiden must find and turn on the generators in order to open the door and ultimately leave the tunnel.
Halfway through the story, Aiden will head for a tunnel that leads to the city centre where he must continue searching for his sister. Once you successfully enter the tunnel, which shouldn't be hard, you'll need to get to the other side of the tunnel where you'll discover a big door, similar to those at the tunnel entrance that you just had to bypass.
Of course, the door is dead and that's when the game will have a new job for you - find the generator to power the door. You'll find one right behind you but sadly, this one won't work so you'll have to go a find one that is still functioning.
You'll find such a generator installed in the same location as the one that doesn't work, only on the other side of the tunnel. Go back to the entrance and you'll find a working generator waiting to be activated.
As soon as you activate the generator a special zombie will attack you so be on alert. It's not a hard one, not a boss or anything like that but keep in mind that you'll have to deal with the undead as soon as you turn on the generator.
From that point, the quest is pretty straightforward.