It seems the whole gang is converging on the same place like someone is leading them there. Could this be fate? Lightning and Sazh will be your party for this area where a tutorial on Shrouds will appear at the start. Jog forward and a trio of Pantherons will charge down the stairs. Fight them off and save your game if you need to.
Up the stairs are a mass of enemies but thankfully you can fight them in smaller groups. On the left side, guarded by some Zwerg Scandroids, is another Sphere holding a Phoenix Down . This can revive a fallen character that isn't the party leader though you should use it sparingly and only when you absolutely have to. Kill the remaining enemies and head up the next flight of stairs.
Another group of easy enemies awaits at the top so quickly dispatch them and collect the Gladius on the left side of the next set of stairs. This is a new, stronger weapon for Light and should be equipped immediately to gain a significant strength boost for her. Proceed onwards but be careful of the next battle. A Pantheron accompanies the Myrmidon and so caution should be used, especially if they focus attacks on one person. Potions may be needed here as a precaution. Continue to the marker for a scene.