I turn into a star
My hands are the heavens
And my voice is the sea.
That's it, your only clue. You have a reasonable certainty your target is trying to goad you into further pursuit, so this probably isn't some red herring with no relevance.
Now you have to try to track them down again. Where do you start your search?
So, where do you go? (Please explain in comments.)
(n.b.: This is, just to set your mind at ease, hypothetical. There is no "right" answer; guess wildly as long as you can come up with some interesting reasoning.)