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No need to worry about how to catch one. It’s even easier than you think.
When you get the garden that moves, simply head south easy till you find a forest in the shape of a dome. Or head to Tribia garden there is a Chocobo Forrest bear by there as well
When here, enter and speak to the young guy and go through the basics.
When you are in the main area of the catching grounds simply press X and “ask for help”. He will charge a small fee for this.
He will knock down a Chocobo for you to interact and ride out with.
Cheev will pop when you exit the forest.
Simples.