This page of the guide to Spider-Man Miles Morales contains a detailed description of where the grave of Jefferson Davis, Miles' father, is. Finding the grave is necessary to unlock the Never Give Up trophy.
Go to the cemetery, located in northern part of Harlem. Scan your surroundings with R3. Jefferson Davis' grave will light up in orange. To interact with the tombstone, press the triangle when it appears on the screen.
It may happen that the interaction won't work for some reason. If this is the case, walk away from the grave for a while or leave the cemetery and come back to try again.