Jecht Spheres are one of the collectables in Final Fantasy X, with them letting you learn new Overdrives for Auron. You don’t unlock them until you defeat Spherimorph in the main story, after which, you should make the long trek back to Besaid to pick up the one there. The reason for this is because a Dark Aeon will block the entrance to Besaid if you continue with the story. There’s a total of 10 Jecht Spheres in the game and for their locations, visit the Jecht Spheres page.