I once accepted a mission in the guild's board which is more of a rescue mission. It says: "I am alone. Where am I? Help me!" and it came from a caterpie. Its location is the beach cave. Crazy or not, I went there.
Here's the tricky part. When I reached the floor, the message log said: "You've reached the destination floor. But where is the target ?(caterpie) Well I explored the whole floor but no caterpie. I walked some more then there was wind brewing and the message log said, "Something stirring.." I had no idea what that meant so I walked some more. There goes the wind again and the message log said: "Something's coming." I grew suspicious of what's going on so I walked some more hoping to find caterpie. There goes the wind again, the message log said: "It's coming closer!" I felt weird and positive that something's going to happen soon. So, I walked again. I walked and walked then the wind blew and message log said, "It's close. It's right in front of you!" After that, my user fainted.