Free the Yellow Sage was a mission that Jak and Daxter completed to obtain a power cell in The Precursor Legacy. One of four sages that was kidnapped by Gol and Maia and brought to their citadel until Jak freed him from their captivity in this mission.
The PlayStation 3 and Vita versions of this mission are related to a trophy named "Hey, Set Me Free!", completing this mission will reward you with a bronze trophy.
As you enter the citadel, you should see a path leading off to your left consisting of various circle fragments; follow this trail of platforms until you reach a door. Having entered the following area, you should see a blue eco vent to your right; collect the eco and continue.
The next stage, which is essentially the main bulk and challenge of the mission, involves using floating launchers to cross the large bottomless area. Periodically you'll also acquire some blue eco to make more jumps through the area. It's important to properly aim where you're going to land next as the launchers will keep moving around.