You're taken back to Pirate Isle automatically following the narrow escape from Valua, and finally Fina admits the reason she's here: to travel around the world and collect the Moon Crystals hidden under each of the six moons.
The Crystals are purified moonstones, used many generations ago to control giant living weapons known as Gigas. At the height of the wars that encompassed the globe, a sudden and violent shower of moonstones known as the Rains Of Destruction wiped out a huge portion of the world's population and ended the Old World.
When you're given the Swashbuckler choice, say you'll help Fina in her mission. You'll then be introduced to Fina's companion (and primary weapon), Cupil, and she'll join your party. Be warned: she's only level 1 yet, so don't be too adventurous with her just yet. She'll level up quickly, however.
Head down into the Pirate Isle base, and you'll get an introduction to Chams, slivers of moonstones that Cupil eats, which will allow him to level up and become more effective in battle. The first one is about halfway across the first bridge towards Dyne's office.
Head all the way to the bottom of the underground base to find Vyse's parents standing next to the Little Jack. Speak to them both before going up the gangway into the ship. You'll then get a short cutscene discussing your best option for the first Moon Crystal to retrieve. Valua and Nasr are the closest, but trying to get back into Valua would be a bad idea just after breaking out of the Grand Fortress - so Nasr it is.
With the Harpoon Cannon, the Little Jack will now be able to break through the stone reefs that, so far, have been blocking your entry to certain parts of the map.
Leaving from Pirate Isle, follow the cloud barrier north past Shrine Island and then turn east. Go through the stone reef here and you'll find two Discoveries, the Silver Moon Pit and Sky Coral. Head back out through the same stone reef again and then go east again down through the tunnel in the rock to find yourself at Sailor's Island.
It's strongly advised that you go into Sailor's Island and pick up a few Repair Kits from the ship parts merchant; they'll come in extremely handy in a little while, and without a few you could find yourself in bother.
Turn South and follow the stone barrier partway along, then go through it to find the Nasrean desert. You'll get a short cutscene here with some information about Nasr and its arid conditions, as well as the first of Aika's many rumours about the lands in Arcadia. After the cutscene, keep following the reef's southern face until you come to an island.
On the southern tip of the island you'll find Maramba, but first there's a couple more Discoveries in the area. On the mountain range to the east you'll find the Topple Rock, and further on is the Wandering Lake; follow the larger land mass here as it curves to the south to find the Oasis and the Sandfalls on a circular island floating high up, and then finally land in Maramba.
Aika, Fina and Vyse are standing on the docks, getting their first experiences of Nasr's heat, when the Little Jack reverses out of the port. Drachma's had enough babysitting; he's got an arcwhale to hunt down, and can't be wasting time looking for ancient crystals. For the moment, it looks like you're stuck in Maramba without a ship.
Right in front of you is a save point, and beyond that a building that serves as both ship parts merchant and the local Sailor's Guild. Sell any discoveries you've made, then head up the steps to the main Maramba entrance.
The weapons and armor merchant is the first store over on the left. Pick up a Nasr Cutlass and Ceramic armor for Vyse, and an Agile Robe for Fina. While the Nasrean Mail is an improvement over Aika's current equipment, don't buy it, as there's some better armor for her in a chest in the town.
Head all the way to the far end of the town and go up the small spiral ramp to the Dhabu stand - the one with the big pink animal standing beside it. Speak to the guy here to borrow one - luckily, it doesn't cost anything. Once you've mounted the Dhabu, walk over to the red poles on the rooftop beside the exercising man. Go through the door behind him and downstairs to get Nasr Combat Mail for Aika.Back outside on your Dhabu, go down to the weapon merchant's roof tofind a chest containing a Slipara Box, then head back up towards the Dhabu rental spot and go through the big gates across the desert to the other part of the town.
On top of the largest building here is a chest containing 300 gold. Once you've got it, go to the Dhabu stand and dismount, then head over to the dried up well and go down the ladder.
Follow the corridor to the first fork and take a left, then follow that all the way along to find another ladder. Climb it and you'll find yourself in a ruined building back in the northern half of the town, where there's a chest containing a Moonberry.
Back down the ladder, go to the first fork again and head north. Use the switch on the left to move the door ahead of you, then go through it and turn left to get an Excavation Arm. Head ease along this northern-most corridor and turn right, then use the switch here to move more doors. Head through the west corridor that's now open and take the first turn to the south, then west again to find a third switch. Throw that and head all the way around to the north and then east to find a chest containing the incredibly useful Gem Of Fluidity. Go back down and throw the third switch, then go back to the second and use it again to clear your way out.
Back on the surface, head into the tavern then walk up to the dancer and talk to her. Agree to stay a while, and partway through the cutscene you'll get a Swashbuckler question - admit that you were staring. At the most inopportune moment, the dancer will come over and introduce herself: she's Bellena, and she's heard about your exploits at the Grand Fortress. She's greatly intereste in enemies of Valua, and offers to let you use her ship.
Once the cutscene's over, go out of the tavern and climb onto the Dhabu again, then head back to the north part of the city. Speak to the woman in the inn to get a special rate on your rooms for the night, thanks to Bellena's influcence.
Meanwhile, Drachma seems to be having second thoughts about leaving Vyse and company behind, but is trying his best to shake off any guilt. He catches a glimpse of another ship, sneaking around in the stone reefs nearby - it looks familiar to him, and he's got a bad feeling about what it means.
In the morning, go to the item store and stock up on healing items, then head down to the docks - saving at the inn or beside the ship if you feel the need. Walk over to Bellena to start another cutscene; Aika's suspicious of the dancer's motives, and is pretty blunt when asking what's in the trip for her. After Bellena tells the trio about her father's death in the Valua-Nasr War, you'll be given another Swashbuckler decision - choose "We'll do it!" as your response.
Head to the east, past where you found the Wandering Lake earlier and you'll see the Temple of Pyrnn soon - it technically counts as a Discovery too, which makes a nice bonus to any treasure you find inside.