After the scene, Strago then mentions that looking at the western mountains might be a good idea; then Shadow leaves to search for the Espers as he wishes. Hmm… Whatever. Once you regain control, head into Strago’s house, on the second floor. Hidden in the western wall’s bulge, near the small table with the chairs, you can find a Relic, the Memento Ring .
Afterwards, rest up at the Inn and restock your supplies. Consider upgrading Strago’s equipment, too. Head to the overworld when you’re ready and circle around the mountains to the south then go north to find the cavern we want.