You'll be able to undertake your first sub-quest ("Supply Procurement") in Ulzebek as part of the main story.
Zephyr will ask you to check on a group sent to recover items from near the Zionne Mines, follow the tracks out of town and take a slight left at the end and you'll run into the the mines (enabling the "Destination Marker: Sub-Quest" will mark the location on your mini-map). There are no scripted fights, just with the Armadillos along the way.
Upon returning to Zephyr, you'll unlock this and the "What's in a name?" achievement as well.
The What's in a Name? achievement in Tales of Arise worth 15 pointsLearn your first non-DLC title skill. Whatever you go by, that name shall become a source of power.