The little mini side quest involving the Sheep can be initiated once you reach Aggra’s Pasture. Check out the link below for more information on how to get there:
Approach the herd of Sheep and examine the large one to kick off a short cutscene. At the end of the cutscene you will receive a tuft of 
Fluffy Wool. From now on you can approach the other Sheep throughout Gran Pulse and, depending on the weather, you will receive a different kind of wool:
| Weather | Wool Type |
|---|---|
| Sunny | Rough Wool |
| Windy/Fog | Scraggly Wool |
| Rainy/Thunder | Fluffy Wool |
| Fog | Thick Wool |
You will only be able to grab wool from a fully grown sheep, which may not always appear, but you can leave/re-enter the area to reset them and try again. There are four locations where they can be found:
