A large group of Sargassos form a "staircase" to a Blue Orb Fragment floating high in the air, with the idea being to Enemy Step up them. The Fragment is between the last pair of Sargassos, with the idea to get to the final Sargasso and then jump back to it. On Easy Automatic or Normal, the Sargassos will not attack, only turning to face Dante and laughing at him if he fails to climb the staircase on his first try. On higher difficulties they can leave their positions to attack, though since this means they will try to swarm Dante this can actually make the mission easier since the front part of the "staircase" can be pulled under the high end so Dante can ascend vertically.
Otherwise, the only real tricks here are to have Air Hike if possible for a little extra air control and the ability to get enough height to skip the final Sargasso, and to not equip Ifrit if the player has purchased Rolling Blaze, since this will eventually kill the Sargassos and thus limit the number of attempts the player has.
Once the Blue Orb Fragment has been grabbed, the Sargassos will become inert (even on higher difficulties) and will sink down into the ground. Ending the secret mission requires Dante to use the exit door of the Coliseum.