At Pinnacle Rocks you meet an old guy who will become Dagger's Eidolon if she finds all incarnations of him and builds a story. The first incarnation is right where you're starting out! Go south into the room with the moogle.

The next incarnation is over to the left of the moogle. Another is down on the lower level of this room, in the middle. Another one is in the next room to the left, and the final is to the room to the north. Now go into the center of the room to construct the story. It doesn't matter if you choose the hero or non-hero ending to the story. When you finish, you get the gem with the eidolon - just equip it to use it.

You can now go into the cave.

Final Fantasy IX Walkthrough Index