I was really excited for this. I want to figure everything out myself. I got to the first location in Limsa, tried every emote. Then I realized that since the clue started with "Under the azure," that I should probably do it when there's a clear blue sky. It was overcast while I was playing. So I found the next location, also in Limsa. The clue mentioned "the dead of night," or something like that. So me and 5 others all gathered around midnight (Eorzea time). No luck. Nothing at 1 AM, nothing at 2 AM. Finally someone looked it up and it's supposed to be between 8 and 11 PM. That's not the dead of night! And the weather is supposed to be clear. On to the next clue. Found it. It's supposed to be raining, but it was just overcast. Another one hinted at windy weather. Another one mentioned clouds, but overcast skies were apparently too cloudy.

I still don't know what happens when you complete an entry. This is very frustrating.