Back in Jidoor, rest up at the Inn if you want to, then go to the northern end of town and into the large mansion. Speak with the Impresario.
On the way out, you’ll notice a letter on the ground. Setzer happens to own the world’s only airship, the Blackjack, unlike the various Cid’s of other Final Fantasies.
Anyways, return to the overworld and head south to the Opera House.