When you start the game, go to the Millennium Fair and crash with Marle. Give her the pendant and wait until she takes the candies before going up. When asked to enter the machine, do so and talk to Marle. She will go inside and disappear. Instead of going up and taking the pendant, try to go back past Lucca, whom will ask you to go after Marle. Enter the machine and Lucca will be surprised, even after asking you to go.