Yojimbo is the first of three option Aeons that you can obtain within Final Fantasy X. Yojimbo can be obtained as soon as you reach the end of the Calm Lands and can enter the Cavern of the Stolen Fayth.
The Cavern of the Stolen Fayth is located at the bottom of the valley at the northern most point of the Calm Lands. Speak to the Chocobo trainer just outside of Rin’s Travel Agency to complete the trip much faster.
You can obtain Yojimbo much easier later on in the game once you have obtained the Airship, but it is possible to obtain the Aeon on your first trip through the Calm Lands. Check out the Cavern of the Stolen Fayth side quest section for more information.