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Lost Soul

Protect the Wandering Souls from the Hands of the Dead and help them reach the Soul Purifying Agent. Once you acquire an Immortal Heart, return to Pandora.(You can enter Styx through the Gold Libra)
The Wandering Souls will appear randomly, wait for them to appear. If you fail to protect one from the Hands of the Dead, just wait for another Wandering Soul to appear.
 

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Introduction

The river Styx glistens in the darkness. This great river connects the living world with the netherworld. You feel a void inside your soul, but you can't quite figure out exactly what happened. This place reminds you of what you have heard about the netherwold. Go find Pandora, she may have the answers you're looking for.

NPC Dialog

I have waited for the right person for nearly a
century. Remember, you are different than these
ghosts, as you are still technically alive. However, if
you can't find an Immortal Heart, you will indeed
die. To get an Immortal Heart, you will need the
heart of a Wandering Soul. There are many souls
roaming the Styx area who can't seem to find the
ferry. If you can show some of them the way, you
may get their Immortal Heart. Then, I could put the
Immortal Heart inside your own, and you could
return amongst the living.

Quest Completion

As long as you have this Immortal Heart, you can
return to the living world and pass the judgment of
the Gold Libra. You ask how do I know what
brought you here? Haha, I just know!