First time playing this series. I am in the first town, I have explored its cave, some places around the town, and so. A character gived me a item for a quest and I have to deliver it in a town somewhere. I found a way to transport me to any town for 1 gem, but I haven't found it... I guess that if I try to walk there it will be a long journey...any tips where can I find it or what must I do now?

Many monsters drop gems when you defeat them. Sprites while being annoying to fight, are a steady source.
Remember to SEARCH (S) the ground after every fight.