"Follow Brick" is an objective in the Story Mission in Borderlands 2
Follow Brick to the South. As he approaches the door, you both will be contacted by Handsome Jack. He will begin a lunar mortar assault of Thousand Cuts. Brick will lift the door open, letting you both out of the Buzzard Factory. You are back outside and have a number of things to worry about, namely: Loaders. Pull out your corrosive weaponry and get ready.