There is not much to do in Guadosalam except gain some story completion points. After the initial scene that begins upon your arrival, walk up the central path and around toward the Farplane entrance for another scene. They have blocked off the Farplane due to it becoming unstable. What a pity! In this area you can find a shop where you can purchase items if you wish.
Head back down near the entrance of the town and head to the left toward a Save Sphere. Walk past it down a short corridor to exit Guadosalam and visit the Thunder Plains.