The first Memory Link you'll encounter in One Piece Odyssey, A Boy's Desire is located to the west of the bony bridge that is supposed to connect the south of the region to the north. You'll be forced to use Luffy to grapple along the rocks to reach the north end, and along the way you'll find the Frayed Memory leading into Hysteria. Usopp will disappear, and when everyone else tries to follow him only Zoro and Chopper will appear in the Hysteria.
Head along the rocks to the skeletal bridge in the west. You'll find a child with a floating crown over his head who was out looking for herbs when he ran into monsters. Usopp, it appears, was trying to protect the kid. Cross the bridge to find Usopp himself, who doesn't appear to be handling the situation all that well.
You'll wind up battling a herd of Ambling Stonecrops. There are a lot of them, but Usopp can do a number on both packs of the creatures with Exploding Star. Even if they aren't outright defeated by the Fire damage the resulting Burns will probably put them down on their next turn. Chopper can take out any remaining enemies pretty easily since they're all Speed types.
Go back to the child once you've taken out the enemies, then cross the bridge again when everyone's finished talking. You need to find a particular kind of herb for the child, and Chopper's nose will guide you to it. There are more Ambling Stonecrops to the west of here, though if you're careful you can run straight through them. The herb you want is growing near the edge of a cliff, beside a pile of rocks, on the other side of the Ambling Stonecrops.
Finding the herbs won't end your trial yet, however, as a trio of baddies will show up and try to steal your prize.
Bandit Boss Fazaza
Weakness: Speed (Fazaza, Thief A) / Power (Thief B)
This is a fairly simple battle. For the most part your three foes will attack normally, occasionally inflicting Bleed, though Fazaza can also use Paralysis Bag to, potentially, Paralyze everyone in the party (or, more likely, one or two members). Have Zoro and Chopper fight on the front lines while Usopp fires at them from another area. Usopp will wind up doing most of the damage, though Chopper can wipe out Thief B pretty quickly.
Fazaza will grab the kid and run off. Follow them west and you'll run into a new problem in the form of a Sandora Dragon. This fight is a tutorial for Bond Arts, located at the bottom of the move wheel. Choose Cloven Tiger Trap Roseo Pound to smash the beast around. You won't defeat it in a single use of the Bond Art, but this combined with a few strong Skills should do it in. Having Usopp fire on the beast from his own area will also raise the Bond Art level and give you a chance to use it again.
Defeating the Sandora Dragon will end the Memory Link, give you your reward, and dump the trio back in Memoria. On with the adventure!