Hi people

I am trying to "officially" join the Maelstrom in Limsa Lominsa since that is my starting city but now I have to do a mission where I pretty much have to "spy" on the other Grand Companies, I did a bunch of quests for each already but when I try to go back to Maelstrom the guy just keeps saying "to spy on the others and gain their knowledge blah blah blah".

Can someone tell me if I am doing something wrong or should I just keep doing the missions?