Upon reaching the Town of Lucent you'll start seeing Sea of Stars playing their instruments in the local tavern. This becomes a staple of essentially every new town you reach, where the pirates set up shop and play their guts out for the locals. They start out with a fair number of songs in their repertoire, and you can get the pirates to play more by giving them Music Sheets.
This guide will lead you to the various Music Sheets in Sea of Stars. Whenever you find a Music Sheet you can give it to Yolande (the pirate with pigtails), and the group will add a few new songs to their lineup.
Music Sheet #1 - Mooncradle
In the north of Mooncradle is an archway, and on the left side of the archway is a chest. You can get at the chest by heading to the northeast of Mooncradle, walking west through the field of Lettuce, and running across the archway. The chest contains Music Sheet #1. Note that you can't get this Music Sheet until you make a return trip to Mooncradle.
Music Sheet #2 - Haunted Mansion
Near the end of the Haunted Mansion you'll do battle with a boss known as the Botanical Horror. West of the Botanical Horror's greenhouse home is a campsite. There's a door next to the campsite that you can access once the Botanical Horror's dead, and the chest containing Music Sheet #2 is inside.
Music Sheet #3 - Mirth
Once you've helped establish the Town of Mirth you can further grow the settlement by attracting new townsfolk. Among them are a Merchant for Docarria Village and her child. Bring 19 Rainbow Conches to to Mirna (also in Docarria Village) for the Shop Plans, hand them over to Jirard the Constructionist, and enter the shop. Assuming you recruited the Merchant she'll be in here, and the child will sell you Music Sheet #3.
Music Sheet #4 - Autumn Hills
About halfway through Autumn Hills you'll enter a cave, and inside is an oddly-placed Merchant. He'll sell you Music Sheet #4.
Music Sheet #5 - Glacial Peak
A little ways into Glacial Peak you'll cross a bridge with a number of gaps in the planks. Head west along the bridge and you'll find a sliding block puzzle. Block the block east and you can use it to get at the chest containing Music Sheet #5.
Music Sheet #6 - Cloud Kingdom
Enter the Cloud Kingdom's item shop, which has a teleportation spot between the legs of two giants. The vendor in this shop sells Music Sheet #6.
Music Sheet #7 - Sky Base
Partway through Sky Base's second floor is a lengthy box-pushing puzzle. On the other side of the puzzle you'll find a save point, and near the save point is the chest containing Music Sheet #7.