To get a yellow Chocobo for the Chocobo Knight job, go to Targ Wood around the end of Greenfire, and a monster will appear. Fight it, and one of the enemies will be a yellow Chocobo. It is easier to kill all of the monsters and leave the Chocobo for last. Make sure to bring your Chocobo Knight to the fight. Bring the Chocobo to Critical HP, then have your Chocobo Knight walk over to it, and a "Mount" option will appear. Use it, and your Chocobo Knight will mount it, and you will then have the powers of the Chocobo. You can do this for any color Chocobo.