Unknown column in ‘having clause’

As written in the documentation

The SQL standard requires that HAVING must reference only columns in the GROUP BY clause or columns used in aggregate functions. However, MySQL supports an extension to this behavior, and permits HAVING to refer to columns in the SELECT list and columns in outer subqueries as well.

You have to specify return_date and rental_date in the select clause.

There are two options:

SELECT DISTINCT
  customer.first_name,
  rental.return_date,
  rental.rental_date
FROM
  rental,
  customer
WHERE
  rental.customer_id = customer.customer_id
GROUP BY
  rental.rental_id
HAVING
  (
    rental.return_date - rental.rental_date
  ) =(
  ...

or

SELECT DISTINCT
  customer.first_name,
  (rental.return_date - rental.rental_date) as rental_duration
FROM
  rental,
  customer
WHERE
  rental.customer_id = customer.customer_id
GROUP BY
  rental.rental_id
HAVING
  rental_duration =(
  ...

Both should work just fine.