When the scenes end, you'll awake in a hellish underground cave full of lava. This is Sinner's Isle. Off to the west there's a Save Crystal, and a bit east from there you can find some Moogles ...

This next one is a little more complicated. Use Gnash to hop on the platform with the switch on it. The switch will bring you to jumping distance of another platform. This, in turn will bring you into ...