There should at least be one veteran in the party to help guide you through it. If you have trouble with it, there's no shame in admitting it to the group.
Just keep following the main quest marker and you'll find the dungeon eventually.
If you haven't unlocked the quest yet, it's part of the Main Scenario quest line. To get this mount, you'll have to farm the Ala Mhigo dungeon and hope that the RNG gods are on your side, as the key to acquiring this mount drops from the final boss. How to Get the Rare Magitek Predator Mount in FFXIV
Since the expansion hasn't been out that long, this mount is pretty rare - but here's how you can grind your way to getting it. Unfortunately, getting this mount involves some RNG. One such reward is the Magitek Predator Mount. The new expansion has a wide variety of new dungeons and challenging dungeons, all which come with their own unique rewards. With the release of their latest expansion, Stormblood, Final Fantasy XIV has experienced a resurgence in subscribers.