For this quest you need the ability to switch between the living world and the dead world, and be able to turn into a chicken.
In Santa Luchita, go into the upper room of the house on which the shop/savepoint stands. Talk to the girl (in the living world) to get the quest. Now go into chicken mode, and jump (over the wall) into the adjacent room. You will hear someone talking to you, from the 'room' below.
Now go back outside, and drop to the door below. Go inside, and switch to the dead world. Walk to the lefthand side of the room, stand near the table, and switch to the living world. Talk to the guy who appears (who says 'I AM ERROR'). Get outside, back to the door above, and talk to the girl to hand in the quest.
NB: For those of you not familiar with this tribute; it refers to Zelda II: The Adventure of Link. In that game, an infamous character is placed who says 'I AM ERROR', hence this guys line. (Source: http://zelda.wikia.com/wiki/Error