There are 7 Mythic Tales, split across all three acts.
Act 1The Curse of UchitsuneThe Legend of TadayoriThe Heavenly Strike All fairly straight forward, shouldn't need a guide for these three, the game pretty much holds your hand through them.
Act 2Thw Unbreakable GosakuThe Six Blades of Kojiro*** Spoiler - click to reveal ***Shortly after going up North past Castle Kaneda, you'll eitger accidentally come across a duel with a Straw Hat Ronin, or you'll find the musician at Umagi Cove, reguardless, you must get the quest from the musician for Kojiro to spawn. The duels aren't too difficult, you can come back to it once you have Ghost stance if you want to, but there's no need for it. All 6 duels are fairly easy to win.
The Spirit of Yarikawa's Vengence*** Spoiler - click to reveal ***This can get frustrating, the key if you're stuck is to find an elevated position, e.g. a rooftop of cliff and look for a thin line of white smoke in the distance. It takes about four shrines to complete the tale, that ends in an rather aggressive ambush
Act 3The undying flame*** Spoiler - click to reveal ***Possibly the most annoying of all. High in the mountains is an monastry, to get there you'l have to do a free running course whilst battling Hypothermia. The easiest course is to start at the crossroads to the South-west, where the musician camps and take the road heading west. Shortly up the way a path veets off to the mountain on the left, heas left and find rocks to climb, run across the bridge kill the wolves, climb up the cliff and turn right to find you first fire. From here it's a pretty easy to follow path, you do have to stop at fires along the way to warm up and three have to be lit before you can use them.
Make manual saves at each fire incase you die, so you don't habe to start all all the way at the bottom of the mountain again.
Once you reach the top, it's a straight forward duel to learn from the master of the flame. Once done descend the mountain at the designated spot (the sane way as you'd descend a Shinto Shrine and then talk to the musician