Follow Rikku down the road, picking up feathers along the way.
She'll stop a total of three times and point to the side.
If you choose to "Sure!" then you'll get a chest that will have a prize dependant on how many feathers you picked up:
You cannot raid the same chest more than once, but you can retry this section as many times as you like to get all the chests.
When you reach the next section, you'll receive a prize depending on how many feathers you picked up:
On this part, you must chase down the chocobo and then try to guess which way it will run.
Try to guess incorrectly the first few times.
Eventually the chocobo will lose its concentration and face in the direction it will go to make it easy for you.
After guessing correctly several times, the chocobo will flee down the road again.
Follow Rikku again (she'll be marked on the mini-map).
After the 3rd stop, approach the chocobo and it will run off again.
Go south and speak to the hover driver (marked on the mini-map) twice and choose "Please, yes!"
Back at the Travel Agency, head north.
When you reach the road, you'll have 2:30 minutes to reach the bottom of the gorge.
Once there, you'll have to defeat the Chocobo Eater after which you'll receive the Selene Guard grid.