You can now wander about as much as you like, feel free to level up, gain licence points and suchlike, but to continue the storyline, head towards the Nomad Village, which is to the south, marked out on your map. If you didn't get a map, just keep heading ahead at the defaul setting the camera leaves you at to get to the Nomad Village.
The Nomad Village
Speak with the nomad elder, the guy who's sitting outside the tent which is near the oversized chicken pen. Then go and find Masyua, who should be standing near a gigantic grey rock. Speak with her, and accept her offer. The only catch is, you have to find Jinn...
You will soon have Penelo join you in your little quest for a sunstone. She'll have a nice amount of LP that's just ripe for the using, so use them if you like, buy a map off the Cartographer's Guild moogle if you haven't already, and you're off - except before you go, Penelo will give you 3x Potions and 2x Phoenix Downs. Also, the Gambits command will be added to your menu, however at the moment you can only turn them on or off rather than change them, and you can't see Penelo's gambits, they're there, just that you can't see or change them.
This area has a save crystal and is safe from monsters. Jinn will be leaning against the Dark Crystal. After speaking with him, you get a Shadestone and get told how to make your own Sunstone. This is a little fun quest that you can level up while doing.
Giza Plains Again
Make your way to the nearest shining Dark Crystal, and press X to 'examine' it and charge up your crystal, the charge bar being shown as a percentage bar near your mini-map. There are 4 Dark Crystals in total, but you shouldn't have to use the all, it usually takes about 3 Dark Crystals to get a Sunstone, and all the Dark Crystals are marked out on your map with a little '!' symbol. Once this is done, you find yourself magically teleported back to the Crystal Glade where Jinn is.
Return to the Nomad Village
Upon your return, Masyua will reward you with 50 Gil, 2x Potions and 2x Teleport Stones for hauling Jinn back. Now you can head back to Old Dalan's place, so do so. If you don't remember where Rabanastre is, use your map.
Once you get near Old Dalan's place, a cutscene will occur leading to Penelo leaving the party. Speak with Dalan for another cutscene and you'll gain the Cresent Stone from this. Now your destination is Storehouse 5. Storehouse 5 is in the North Sprawl of Lowtown, it's in the northwest area, you should find it using your map. Kytes will be behind the door when you enter, and he will give you a parting gift of 2x Potions and 4x Eyedrops.