- Leaving from the Wildlands Train Station, head north along the path, astride your faithful chocobo buddy. Follow the winding path through the cliffs until you find the Eremite Plains ahead.
- If you're looking for some civilization, there's a Research Camp on the east side of the Eremite Plains. We'll visit it a bit later. For now, continue far to the northwest, towards the Crash Site.
- Among other things, you'll find a ramshackle house set into the side of a cliff. Climb the ladder here and enter to hit a cut scene. Poor Sazh never gets a break in these games.
- Head outside. A little blue chocobo is sitting beside a sphere. Open it to receive a Fragment of Mischief and spark a cut scene. Ahhh, so that's the trick of it.
- Dajh, Sazh's little boy, has lost his soul. It has been divided into five pieces and scattered about the world. You have to track down the five pieces to restore him to life.
The First Fragment - Follow the Chocobo Chick
You just collected the first fragment of Dajh's soul. That was easy.
The Second Fragment - Wishes on a Canvas
Speak to Chocolina at any of the Canvas of Prayers spots. You'll get a special cut scene with her explaining the situation in greater detail, and you'll unlock the quest Key to Her Heart. In it she wants you to track down her Beloved's Gift, which she misplaced on the main road between the Wildlands and the Dead Dunes.
Make your way to Aryas Village in the Wildlands, then head southwest. You'll find what looks like the ruins of a highway. Run to the end of this road and you'll find a sphere. Inside is the Beloved's Gift. Take it back to Chocolina and you'll earn the Fragment of Smiles, as wel as 1000 gil and a Chocobo Girl's Cap.
The Third Fragment - What Soul Seed Traders Want
Speak to Baird, the shady Soul Seed dealer in the Arcade of Luxerion (in the far west of the city). He'll offer a deal: you give him a Moogle Fragment and he'll give you what he wants.
The Moogle Fragment is found in the Moogle Village, in the middle of the Jagd Woods. You can only access it at night, between 11 pm and 7 am. Visit the close-in area here and check out the gathering of moogles. They're under attack by Dryads, sparking a battle with Lightning. Kill the Dryads (fire does wonders) and you'll complete their quest, earning you 555 gil, a Mog Figurine, and the Moogle Fragment. You'll also gain one more slot for recovery items. Handy.
Take the Moogle Fragment back to Baird and he'll give you the third fragment, the Frament of Radiance.
The Fourth Fragment - Battle's Bounty
Head to the Slaughterhouse, the local battle arena. Speak to Zoe and she'll offer a special challenge: a battle against a Zaltys Brimstone for the fragment. Demolish this beast (you've done it enough times already in this game, so surely you can manage it again) to earn the Fragment of Courage.
The Fifth Fragment - Beyond the Sandstorm
The final fragment is found in the Dry Floodlands of Dead Dunes. Locate the Lighthouse on your map and approach it. You'll be stopped by a sandstorm. Assuming you've been here before, or even looked around a little, you should have a Pilgrim's Crux on hand. (Seriously, they're everywhere. Check the Ruins if you can't find one.) Use it on the crux monument to the left of the sandstorm to bring it to a halt. Then rush at the 'Cactair' and take it down. The subsequent battle is annoying, but so long as you don't use any ice attacks it's not very difficult. Beat it to receive the Fragment of Kindness.
- Take the fragments back to Sazh's home in the Wildlands and speak to him. Cut scene ensues. Once the tender moment is completed you'll have finished the last main quest, and you'll earn 5000 gil, Afro & Yellow Chick, and Dajh's Patch. Also? A +1 bonus to your EP and your item capacity. Sweet.