So I'm trying to get Anima. I beat Gosgano, went into the Temple, etc., etc., but I still need the item from Zanarkand. That's where the problem comes in. I can't get out. It seems like there's nowhere you go other than back to the circular area where you fought Gosgano and I can't out of that; am I missing the exit?

you've got to press [x] or [square], i forget which, when you're on the surface of the water to get out. it'll tell you which one you have to press.

i think it's the square button...

Yeah, they label it in the bottom right corner. I think it's the square button though.

press them all til you get out