Having received an unexpected gift from Lolorito, you make haste to Ul'dah.
This quest is available if you have completed the quest Awakening in Ul'dah.
Starting the Quest
Talk to Alphinaud in Western Thanalan to begin the quest.
Speak with Bartholomew
Go east to enter Ul'dah and use an Aethernet Shard to go to the Chamber of Rule Aethernet Shard. Go south to where the orange arrow is pointing in the minimap. Talk to Bartholomew and there will be a cutscene. This one is important, so it is recommended to watch it either now or via the Unending Journey in an inn room.
Speak with Alphinaud
Talk to Alphinaud to complete the quest.
Next Main Scenario Quest
After you complete the quest, talk to Alphinaud to accept the next quest: A Brave Resolution. There will be a cutscene.