Dalia has found a sparkly orb, and she will only give it to you if you win her game.
Quest Location
Talk to Dalia north of Lorn's fruit shop in Gerudo Town to start the quest.
How to Complete the Quest
When Dalia hides the toy, she will say something that gives a clue to where she is hiding it. For example, if she says "did the soldiers leave this stuff behind?", go to the southern part of the shelter, where there are straw men that the soldiers left behind. Pick up the toy when you find it.
Quest Reward
After you win Dalia's game, you can take the orb next to the fruit stall. It is used in the quest The Mysterious Eighth.