Bring 3 Marks of the Valiant to Captain Joseph Holley at the Argent Tournament Grounds.
If you lose your lance, you can get another from any of the Lance Racks near the stables or in the Silver Covenant Pavilion.
The grand melee is the most important of the tournament's competitions. The people of Stormwind adore their knights and are looking forward to seeing us win the melee. To that end, they've been honing their skills against the other valiants.
I suggest you do the same.
Go to the stables outside the pavilion, equip your lance, mount the stabled Elwynn steed, and challenge the valiants. They wait in the Alliance Valiants' Ring just outside our tent.