How do you call a chocobo?

It depends on the control scheme, but there is a button that will pull up a small in game menu where you can access potions and other consumables. Try pressing R2, this is the button for control scheme A. Once this menu is up, navigate to the left or right and keep going until the chocobo section comes up. There is a chocobo whistle here that you can use to call the chocobo to you wherever you are. You need to have an active rental in order for this to work of course.