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You must enter the third portal, the one at the top of the screen along the chain leading up to Ultimecia's Castle. You'll end up on the Esthar continent, where you can easily find your way through the forest to a Chocobo Forest. Get a Chocobo and then use it to run all the way along Esthar's coast down to the Centra coast, where you can run between islands with shallow water and make it to the Ragnarok. There are maps or directions online.