Thr first memory would be the one in Mithalas, in that chamber where you have the extra cooking slot.
The second would be indeed located at the top of the sun temple, where you have to jump from gear to gear, then finally go up to the veil, wall jump through a pipe completely to the top and finally go to the middle of the big water sphere.
The third is obtained by the lamp puzzle in the whale's belly, where you eventually take the energy orb to another spot in the Abyss and get to a room where you are as a baby with your mother.
Seeing there aren't any 'first', 'second' and 'third' memories, seeing you can get them in any order, I thought I'd lay them all out for ya, maybe you already had the sun temple one by chance. Either way, top of the sun temple, you get there by going through the sun temple.
If you need more help, I'll provide screenshots.