While going for a casual stroll through Altador, you met a Kacheek walking around with four of his petpets. "I travel a lot and adopt unwanted Petpets," he said.
"This is Steel," he said, pointing to one of his Petpets. "I picked him up in the Lost Desert."
"These two," he said, "are Susie and Morrie. I found them in the Virtupets Space Station and in Terror Mountain, respectively."
"And finally, this is Melissa."
Where did Melissa come from?
In this puzzle, you can find the letters that spell "STEEL" in the words "LOST DESERT". Likewise, you can find "SUSIE" in "VIRTUPETS SPACE STATION" and "MORRIE" in "TERROR MOUNTAIN"
So of course, "MELISSA" must have been found in "MYSTERY ISLAND!"