How much do our characters know of the quest ahead of time? Would it be bad form to already be on a quest to find the Rod?
I'm surprised no one was creating a Genasi, with the Wind Dukes of the legend being Air Genasi. It would have fit nicely to play some sort of one.
At the start, you aren't even aware that the rod exists. You are just starting out with your adventuring career, but will gain knowledge of the rod, its use, and how to go about looking for it in due time.