Bravely Default/Chapter 1

At an unknown location, the Eternian forces predict that the wind vestal's next destination is Ancheim. They request the help of an organization called the Khamer & Profiteur Merchantry to capture her.

Ancheim, Land of Sand and Time
You begin in the northern end of the Harena desert. There are several new enemies here, including the very common Venomous Snakes and the rare Sand Worm. Venomous Snakes can easily inflict Poison with their Venomous Fangs, so Poisona and Antidote is very handy here. Sand Worms are more threatening, as their Sandstorm damages and Blinds the whole party, so have a trained Black Mage in your party in case you encounter one. Most of these monsters are weak to Blizzard.

Head south until you reach a city with many windmills. Move along the straight pathway until you reach the outside of the Ancheim palace. As the Crystal of Wind has been consumed by darkness, wind no longer blows and the city employs forced manual labor to sustain its industrial power. Enter the palace to have an unhelpful chat with the king, Eloch Quentis Khamer VIII. Agnes suggests heading to the Temple of Wind so that the Wind Crystal may be restored.

Sub-scenario: The thief and the corrupt merchant
Upon exiting the palace after talking to the king, you will receive a tutorial on Sub-scenarios, which are sidequests that let you earn new asterisks. You can attempt this first sub-scenario before exploring the Temple of Wind as it is slightly easier, and you'll have your characters well-trained by the end of the scenario.

Costly water
First, enter the building closest to the right exit. This is the Khamer and Profiteur Merchantry's building, where Chairman Profiteur lives. Before talking to him, look around to find a Golden Hourglass and a Teleport Stone hidden near the Chairman. After talking to Profiteur, you will be kicked out of the building. Now, inspect the water well beside the building. It turns out that Ancheim is charging a fee for drinking water, forcing the poor to travel to the oasis for a drink. Exit Ancheim and head to the oasis to witness a thief robbing a poor denizen of Ancheim. After that, move northwest to find a cave where the thieves are hiding: Harena Ruins.