One of the Space Rocks can be found in the middle of Misty Gorge inside a secret cave. The cave entrance requires the Rocket Boots to reach and is located at the top of a grassy mountain area guarded by Slimes and Toads. Inside the cave are several chambers filled with Scabers. The rock is located in the last one.
The second Space Rock is given by Fran as a reward for collecting 30 Moonstones. Once both Space Rocks have been found, the player can then go to the Mastersmith in Daea and give them to his Apprentice, after which the Mastersmith will use them to craft the Morningstar.