You get Anima by boading the airship and setting coordinates for Baaj Temple - The place where Tidus first entered Spira. After talking with Cid, put in X coordinate between 11~16 and Y coordinate between 57~63. You dive into the water where Tidus got attacked by that big water fiend, and you have to fight him. After that, go in the same tunnel Tidus did to escape the fiend at the start of the game and you will find a door to the room with the fayth, but you need to get all the treasures from the 5 temples, plus 1 from Zanarkand. Don't worry, you can go back and get all of these treasures but don't bother going to Bevelle because you have to use the destruction sphere to finish it anyway.