Congratulations, you've made it to Jeuno! Behold the mighty architecture and engineering of this great city, but beware the omnipresent lag one finds in highly occupied areas like this. Set your homepoint here, as this will be your base of operations for some time.

Your first agenda in Jeuno is to get your Chocobo License. Head to Upper Jeuno, and look for the Chocobo Stables to the northeast, set a level below. Talk to Brutus to begin the quest.

Your goal is to nurse a Chocobo back to health. To do this you'll need four pieces of Gausebit Grass, which can be found on the Auction House in the Others/Misc. section. If none are in stock, you can wait or go try to get some of your own by killing Crane Flies in Meriphataud Mountains or Wadi Hares in Dangruf Wadi, all the way back near Bastok.

The Chocobo quest is spread out over six game days, which don't need to be done in succession. Each game day, trade one piece of Gausebit Grass to the Chocobo. For two days the emotionally scarred Chocobo will refuse your offerings, but will eat one each day after that. After feeding it all four pieces of Gausebit Grass, Brutus will reward your nurturing nature with a Chocobo License.

Now you'll be able to rent a Chocobo from the stables in any city for a small fee, greatly improving the speed at which you can move around. Additionally, there are Chocobo time trials available from each of the stables that give a variety of rewards, including experience points.