Instructions
Take the airship to the Mi'ihen Highroad and visit the Travel Agency. Go outside after the scene and follow the girl to the cliff edge. Speak with Calli and choose "Of course" when she asks for help catching a chocobo.
Follow Rikku along the path, collecting all the feathers as you progress. Choose "No" the first two times when the option to follow Rikku appears, then choose "Yes" the third time. Collect the three Chocobo Wings from the chest, and the mission will begin again. Grab only one feather this time and avoid following Rikku when the options appear.
Continue to the next screen and follow the path. You will initiate a mini-game requiring you to guess the chocobo's intended direction. Hold "Right" throughout the encounter until the chocobo begins to lose its concentration. Block it by holding the directional buttons according to which way the chocobo is facing. Follow Rikku again when the chocobo runs away.
Check the mini-map and locate the arrow within a circle. Follow it, picking up any treasure you find along the way. Rikku and Payne will suggest something else after the chocobo eventually escapes. Head down toward Luca. Grab the Muscle Belt from the chest just before the exit. Speak twice with the woman at the hover vehicle. Answer "Please, yes!" when prompted and you will catch the chocobo. A character will then come and inform you that Calli needs help.
Locate the red arrow on the mini-map and follow it. Head down the road quickly when the timer begins after the scene. Open the chests along the way for three Phoenix Downs, two Grenades and an Ether. The Chocobo Eater will appear when you reach Calli. Defeat it to finish the mission.