After you deliver a pumpkin to Roger in the Coffer & Coffin, he shares a rumor with you.
This quest is only available if you started the game in Ul'dah, you have completed the quest Step Nine, and have reached level 8.
Starting the Quest
Talk to Roger in Central Thanalan to start the quest.
Go north from the Coffer & Coffin to reach Black Brush Station. There is a large aetheryte crystal there. Attune to it. If this is the first aetheryte outside of Ul'dah that you have attuned to, you will learn the Teleport spell. You can use Teleport to go to any of the large aetherytes that you have attuned to so far. However, it costs gil to use the Teleport spell, and you probably don't have a lot of gil right now, so you might not want to teleport anywhere just yet.
Speak with Warin
After you have attuned to the aetheryte, talk to Warin. He won't let you proceed with the task until you have equipped your head, body, hands, legs, and feet with gear of item level 5 or above. Most of your starting gear is already item level 5, but you may need to get a new hat and weapon. You can get a new hat and weapon for free by doing your level 5 job quest. Otherwise, there is an Independent Armor vendor and a Merchant & Mender nearby. When browsing their goods, put the cursor on an item to see its details. The Item Level of each piece of gear is listed below the Defense and Magic Defense.
If you don't have enough gil, you can select items in your inventory to sell while talking to any vendor, and you can do nearby sidequests and FATEs for more gil.
When you have equipped yourself with gear of the required item level, the check mark over Warin's head will turn green. Talk to him to complete the quest.
Next Main Scenario Quest
After completing the quest, you will need to be at least level 9 to proceed to the next one. Once you are level 9 or higher, you can talk to Warin to accept the next quest: Out of House and Home.