Things You'll Need
Instructions
Make your way through the beginning areas of the game until you reach the portion where you witness the Esper world being attacked by the Empire and your party gains control of Setzer's airship.
Fly to the town called Narshe and speak with the leader of the group called the Returners. Once the segment with him explaining that you should try to reach the Esper realm is complete, leave his house and go to the home that is filled with treasure chests. The thief named Lone Wolf will be seen there stealing something out of a chest, but he will run away as soon as he notices the party has entered the room.
Pursue Lone Wolf through the mine shafts until you reach the mountain area where the frozen Esper is being held. Mog will be there, and Lone Wolf will grab him and threaten to hurt him if the party doesn't back off.
Stay in the same place and don't move towards Lone Wolf at all. In a few moments, Mog will throw Lone Wolf off of him but both of them will fall off the mountain.
Run to the spot where Mog and Lone Wolf fell and choose the option to help Mog instead of Lone Wolf. The party will pull Mog up to safety, and he will then join the party for the remainder of the "World of Light" section of the game.