After your ship docks at the first town (the one torn apart by Sin), proceed through the intermission sequence with Yuna, and you will find yourself in a hut. Exit the hut, and proceee to the left side of the screen. You will see a child on a pile of rubble. Press X near the child to rescue her before the rubble collapses. Proceed to the hut at the top right of the current screen for a free item from the chest.