It is located at the far southern icy mainland. You will need to go there after you get dry psyenergy. To get to the tower, sail to the east of the mainland, and there will be a beach for depart. Then you have to work all the way from the east side of the mainland to the west side of it. 

Frequently Used Psyenergy: Dry; Move
Mission: (1) one piece of the trident; (2) the item allows you to use Burst Psyenergy.

The name is still unsure for this one. Before go into the tower (or actually the cave), go to the the cemetery of the first town. Get the water drop at the back of the Priest. You will need the water drop in the tower.

Frequently Used Psyenergy: Frost; Tie (Release)
Mission: one piece of the trident

Located at just slightly above the town (where you will get your trident assembled).

Frequently Used Psyenergy: Burrow; Whirlwind; Move
Mission: one piece of the trident