After a cutscene, the chocobo chick will run off, and you'll have to track it down four times. You will find it in the group of sheep near the fountain the first time, then on the souvenir cart, the fountain, and finally by the large group of chocobos near the fence. The Star Pendant will be available after finding the chick for the fourth time. Afterwards, proceed on towards The Mall to advance the story.