After all that stuff involving the CommSpheres (or just the Moonflow, whichever), head to the Cabin in the Celsius. There, you’ll find Rikku trying to dance. You’re invited to try and dance alongside her, and doing so allows you to net some items, depending on how many points you get. (You’ll get points for mashing buttons as fast as you can.)
Of all of them, you’ll definitely want the Shmooth Shailing accessory! It wields the Super Ribbon ability; this immunizes you to virtually everything in the game, even Death and a few others that the Ribbon cannot! The problem is that you’re always in Slow unless you equip something with Auto-Haste. (Auto-Haste takes priority in the game over Auto-Slow, just so you know.) As you get ready for the actual concert, it seems you have something to take care of first. Head into the Thunder Plains!