Xûr, Agent of the Nine an NPC within the Tower. Xur sells extremely rare goods in exchange for Strange Coins and only appears on Friday Night through Sunday. Xur's coming and going depends on the planetary alignments, as he hails from the Jovians, a part of the system that the Guardians have yet to adequately explore. He works for the rulers of the Jovians called "the Nine".
Step 1: Turn on Your Console
If your console is an Xbox One you can simply say "Xbox On" if you have a 360, PS3 Or PS4 press the power button.
Step 2: Login
Destiny is an "always on" title, so if you aren't connected to the Internet your play will be severely limited.
Step 3: Go to the Tower
The Tower is the social and commerce hub of Destiny, and the only place Xur hangs out.
Step 4: Find Xur in the Tower
Xur can be found in a number of places; the Hall of Guardians, near Arcite 99-40, or in the North Tower, in front of the wooden doors. He can also be found in the Ship Wright area of The Tower near Dead Orbit Vendors. His location varies each weekend, so keep an eye and an ear out.
Listen for any of these quotes, as sometimes it is easier to hear him than see him.
"So lonely here."
"I am only an Agent. The Nine rule beyond the Jovians." "I cannot explain what the Nine are. They are... very large. I cannot explain. The fault is mine, not yours." "I think it is very possible that I am here to help you." "Each mote of dust tells a story of ancient Earth." "I think the cells of this body are dying " "I do not entirely control my movements." "Some of the cells in this body began on this world, how strange to return." "There are no birds where I came from. The things that fly... are like shadows." "I understood my mission when the Nine put it in me, but now I cannot articulate it." "This is but one end." "These inner worlds are very strange." "My movements are to a significant degree dependent on planetary alignments." "I feel a great many consciousnesses impinging on mine, and all of them so small and lonely." "Bodies come and go but the cells remember. And if they forget, the Nine remember it for us." "My function here is to trade, I know this." "I have told you what I can." "If I am here, it is The Nine who sent me." "I may be here." "May we speak?" "So much Light here, I suppose I feel pain." "Please." "Beyond even the outer worlds, the true deep begins." "My movements are not predictable, even to me!" "We saw the colony fail, not knowing what we saw." "My will is not my own." "I am an Agent of the Nine." "I hope to be here again." "Goodbye" "It is very possible that the Nine intend to help humanity." "It is my will to speak to you." "An end will come. We will be there." "The Awoken did not have a choice. We did." "Similar..." "This is the Nine." "Speak with me." "I may be here when you return." "I do not know what the Nine want with you." "There is something inside me that wishes to connect." "The Nine show you these." "An end will come. We will be here." "For organic life to exist it requires constant adaptation." "Guardian!" "The Nine wish to speak to you." "Do not be alarmed, I have no reason to cause you harm." "But it was the Nine who gave us purpose, and it was the Nine who keep us whole." "We came up from the dust, and burrowed into flesh for warmth, and became... something new." "I have information. I do not know yet if it's you it is for." "The pull of the outer worlds is so faint here. The sun is so heavy." "Your Traveler has a dark mirror." "You are the one I was sent to find!" "When my mission here is done, the Nine will send for me." "I came for the Light, perhaps. To understand the Light."
Step 5: Buy Stuff, or Window Shop
Xur only accepts Strange Coins and Motes of Light, so you will want to plan your purchase wisely, as there are no refunds, and coming up with 13 Strange coin for a weapon is quite a bit of work.