Take note that this sidequest is available only in Chapter 3.
Go and speak to a man to the west of Wiz Chocobo Post. The man is highlighted with a quest marker in the map. Once you talk to him, Ignis will initiate a conversation, you can choose to agree or disagree with his suggestion. After accepting the quest, head to the waypoint near the entrance of the Disc of Cauthess.
Once you get close to the entrance, you will receive a 500 EXP reward. After getting the reward, imperial soldier will appear in the area. You can choose to defeat the soldiers or just run away from the battle.