After killing the "Shell King", you returned to the Chief and he was alarmed by the effect of the "Evolution Stone". Around the same time, people in Vanadis have been reporting to the Chief that the moon has gone "missing". It was understood that the moon didn't disappear - it turned black at certain hours of the day, and the "Black Moon" was linked to the appearances of a rather new group of evil monsters (Chapter MVPs) that took dominion of the various dungeons in Vanadis.
Side Plot: Sphinx is hidden in the depths of the Forgotten Temple [Lv:4]. It holds ancient knowledge to craft Gemstones up to [Lv:7]. The Sphinx also drops higher grade Gemstones (at a random chance and quantity) and also higher grade materials.
Afterward, talk to Petra to join the Black Moon.