https://www.gamespot.com/articles/destiny-2-where-is-xur-heres-his-location-and-the-/1100-6453365/

For the first time since the release of Destiny 2, Xur the mysterious vendor that appears each week selling exotic weapons, armor, and other items, has arrived. The Agent of the Nine can be found on Nessus, hanging out at the top of the map in the area marked "Watchers Grave."

The icon showing where he is appears on the map and can be tracked to make getting to him easier. Once you're in the Watcher's Grave, look up and you'll find him standing atop a tree. In exchange for your Legendary Shards, he'll sell you the items in the list below.