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Even though the cutscene you get will tell you to head to a certain zone, you can do any path.

Windurst Path
Head to Crawlers Nest [S] and talk to Kalsu-Kalasu (L-8)
Kalsu-Kalasu will have you go to Windurst Waters [S] and talk to Lieutenant Miah Riyuh at (H-9) north map)
Talking to Miah Riyuh begins the quest Snake on the Plains.
Finish the quests Snake on the Plains, The Tigress Stirs, and The Tigress Strikes.

Bastok Path
Head to Eldieme Necropolis [S] and talk to Turbulent Storm (J-9)
Turbulent Storm will have you go to Bastok Markets [S] and talk to Adelbrecht (E-8)
Talking to Adelbrecht begins the quest The Fighting Fourth.
Finish the quests The Fighting Fourth, Better Part of Valor, and Fires of Discontent.

San d'Oria Path
Head to Garlaige Citadel [S] and talk to Randecque (I-6)
Randecque will have you go to San d'Oria [S] and talk to Mainchelite
Talking to Mainchelite begins the quest Steamed Rams.
Finish the quests Steamed Rams, Gifts of the Griffon, and Claws of the Griffon.

After finishing your path, return to a Cavernous Maw outside of present day Jeuno to complete the mission.

Title: Cait Sith's Assistant

Previous: Cavernous Maws
Next: Cait Sith
Overview: Wings of the Goddess