There are several treasure chests you can't open if you want this weapon. The first one is in Lowtown, right across from Old Dalan's Door. The second is in the Rabanastre Palace, in the SE corner of the cellar. Next are the chests in the Confiscatory of the Nalbina Dungeon, where you get your equipment and the map. Finally, there is a 4x4 grid of chests in the Phon Coast Varduu Strand, don't touch any of 'em. If you didn't open these, the Zodiac Spear will be in the Necrohol of Nabudis, Cloister of the Highborn. There is a room with a 4x4 grid of chests. It is is the first row, 2nd from the left. DO NOT wear a Diamond Armlet.