After you receive a new pair of dress shoes, Baderon will help get you ready for the banquet.
This quest is only available if you started the game in Limsa Lominsa, and you have completed the quest High Society.
Starting the Quest
To start the quest, talk to Baderon in the Drowning Wench in Limsa Lominsa.
Put on the Dress Shoes and Speak with Zanthael
You need to equip the dress shoes before you can proceed. They should be in your Armoury Chest, but if somehow your Armoury Chest is full, or if you changed your settings so new gear isn't put into the Armoury Chest by default, check your inventory to find the shoes.
Afterward, you can speak to the Lift Attendant south of Baderon to go to Bulwark Hall. Or you can go to the Limsa Lominsa Aetheryte Plaza and go east.
Either way, make sure you have equipped the dress shoes, then talk to Zanthael. There will be a cutscene. Be sure to watch this one.
Speak with Merlwyb
Afterward, you will be in the inn. Leave the inn room, then go to the left and talk to the lift attendant to go to Bulwark Hall. Then talk to Zanthael, then go forward and talk to Merlwyb.
Optional: Unlock a Dance Emote
Now that you have completed the quest, you can optionally unlock a dance emote here in Limsa Lominsa. To do so, talk to Dodozan in the Hawkers' Round (near the Hawkers' Alley aetheryte) to accept the quest "Good For What Ales You".
Next Main Scenario Quest
After completing the quest, you will need to be at least level 15 to proceed to the next quest. After you reach level 15, talk to Merlwyb to accept the next quest: The Lominsan Envoy.