Once you enter Yusnaan the first time, you can start an accessible side-quest named Stolen Things, but to be able to play it you have to make sure that it’s after 12 PM.
On the streets of Yusnaan you must locate two NPCs.
The first one is Gregory, an old man wearing a black top-hat, and a blue suit; while the second is Pickett, a small boy and a thief.
Pickett wears a yellow jacket with white sleeves and has a violet parrot on his shoulder.
Both NPCs must be found while playing Stolen Things, and the following Lightning Returns: FF XIII walkthrough explains where to locate them and how to finish the side-quest.
Description: “On Yusnaan’s Central Avenue, Lightning is waylaid by a gentleman named Gregory. He tells her about a pickpocket called Pickett who works the area. Gregory is worried about the young man, and want Lightning to help him. Lightning has to try and track down Pickett in the Reveler’s Quarter and give him his father’s letter.”
Requirements: Start at 12 PM, end it before 4 AM, after Day 1.
Failable: No Rewards: 400 Gil, Maximum HP + 50, Strength +2, Magic + 4, Formal Silk Hat
The first character you have to find for the Stolen Things side-quest is Pickett, who patrols on Pleasure Alley in Yusnaan.
The Pleasure Alley is very close to the Fountain Square. If you open your map you will see Fountain Square SE from the Cactuar Statue. Go to Pleasure Alley and focus on finding Pickett as it was described at the beginning of the walkthrough.
Note: Since Pickett is a thief, he might find you first and steal 200 Gil from you. If this happens, catch him as soon as possible and ask him to give your money back. Alternatively, if you find him first, walk around him and he will steal your money.
If you don’t pay attention to the game, he will steal the money and you won’t notice. In this case, start the quest by talking to Pickett. Regardless, once you talk to the little thief, you must locate Gregory.
Retrace your steps back to the Cactuar Statue, and then move north to the Central Avenue. On the stairs you will find Gregory. Talk to him and he will give you the Father’s Letter, asking Lightning to give it to Pickett.
But Pickett won’t take the letter from you unless he steals it. So, you will have to go back to the Pleasure Alley in Fountain Square and allow him to steal the item.
Remember that when the item is gone, you have to catch the thief and talk to him. After he reads the letter from his father, report back to Gregory and you will finish the Stolen Things quest in Yusnaan.