To unlock access to Chocobo, you have to complete one side quest.

You will gain access to the quest at the beginning of chapter 3.

Head there to begin the quest.

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Once you’re there, a conversation will start automatically.

You will be asked to take out the beast and the quest will begin.

End the conversation and speak with Wiz again, select Hunt and start “A Behemoth Undertaking” hunt.

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Your task is to find the lair of the beast - head towards the marker on the map.

Continue your march to a number of markers on the map.

You should soon reach a place filled with thick fog that severely reduces visibility.

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Use the stones scattered around the area to hide from the beast’s eyes and continue following it.

Keep following the beast and you should soon reach a narrow passageway between rocks.

Get to the other side.

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Continue towards the marker and you should soon reach the beast, and the battle will commence.

The game will inform you that you’ve got the option to use nearby barrels.

Continue your attacks and the beast should soon be lying dead on the ground.

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you might now go back to Wiz.

Afterwards, head to Wiz, start a conversation and the quest will end.

you could now mount the bird and use it to travel around the world significantly faster than on foot.

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Final Fantasy XV