Dalton captures you after you awaken on the ruins of Zeal.
Escape the Jail
When you awaken, all of your belongings (equipment, items, gold) is gone. You don't have to get it back, but it makes things easier. If you don't get your gold back now, you will lose it forever.
From your cell, go up the ladder. Then go back inside, go down the ladder, and someone will notice an air duct. Check the wall where they found the air duct.
You can check on the spots of light in this area to look at the area below you. From the spot of light where you start, go east, north, west, west, north, north, west, north, and down the ladder. Don't touch the guard, and open the chest to get one of your characters' equipment back, then go back up the ladder.
From here, go south, east, south, south, east, east, south, west, west, north, and east, and go down the ladder. Go east and battle the guards (if a Byte floats onscreen, wait for it to go offscreen before fighting the guards). Then go through the door, defeat the Byte, and open the chest to get another of your characters' equipment back. Exit the room.
Go west, then south down the conveyor belt. Then go west and through the door there. Defeat the guards, then open the chest to get your gold.
Go south through the door, then go east to the conveyor belts. Check on the southern glowing panel to change the direction of the southern conveyor belt. Go south down the southern conveyor belt. From there, go west and go through the door there. Defeat the guards, then open the chest to get your third character's equipment back. From there, go north up the ladders.
Go south, then east. When you reach an intersection, go north, east, east, north, west, west, north, north, north, west, and down the ladder. From ther,e go southwest, then check on the conveyor belt panel to change its direction, and wait for the Byte to go off screen before you go south on the conveyor belt. Go through the door, defeat the guards, and open the chest to get your items back.
There is a Magic Tab that you can get, now that you have gotten all of your belongings back. If you aren't interested, skip to the next paragraph. If you do want to get it, go through the south door, then go west and check on the conveyor belt to make it go up, and go north up it. Go up the northern path, then go up the ladder. From there, go east, east at the light, and when you hit the wall, go south, and follow the path through the darkness to reach the Magic Tab. From there, go back through the darkened path, then go west to reach the ladder. Go down it, then go southwest, switch the direction of the conveyor belt, go south down the conveyor belt, then go through the door. In the room, go north through the door.
Go up the ladder and you will be on the outside of the Blackbird. The Turrets on the wing are like Rubbles: they give a lot of experience points, but they might run away during battle. Go west while pushing north against the wind. When you reach the west side, let the wind push you south, and you will encounter a boss.
There is no need to defeat this enemy, but you will miss out on a fair amount of experience points if you don't. If you want to try defeating it, use your strongest Dual Techs or Triple Tech.
Dalton Plus is relatively easy. He often uses Iron Orb, reducing your HP by 1/2, and sometimes uses a physical attack of orange orbs, but it deals low damage. Keep your HP above 100. If you attack with magic, he will attack with the opposite element, so you may want to only use physical attacks, because his physical counterattack is not very strong.
Back on Epoch, when you're prompted, press Y, then X.
After you land, you can go into the southwest tent and check on the pile of straw if you want to rest, and save the game at the save point, or outside. Go into the northern tent and talk to the Nu, who now sells weapons and armor.
Go northwest to the North Cape and check on the sparkle in the northern part of the area. Watch the cutscene. If you decline the battle and try to leave the area, a new character will join you. If you decide to do battle, and if you win, you can never have that character join you, and you will just get an Amulet. Furthermore, if Frog is in your party and you decide to battle, Frog will battle by himself with no other party members. Otherwise, your current three party members will battle.
Whatever you decide to do, you are advised to seek out a certain someone. Based on what you saw in the cutscene, this means that you should use Epoch to go back to the End of Time.