The first nest is located in the grocery store. Jump out of one of the windows and check the room at the back of the store. Monsters will attack, so try to destroy their nest, as they will continue to spawn from the nest until it is destroyed. The map above shows the locations of the 5 infestation nests in Marion Forks.
Most of these are fairly easy to treat. All you have to do is throw them a Molotov Cocktail and they will burn to nothing. Don't forget to pick up the debris they leave behind so you can create special arrows. The nest is located in the bookstore located to the west of the church.