Arrian's first mention of Hephaestion comes in Book I of his account, when Alexander and his army visit the ruins of Troy. There, Arrian writes that Alexander traded armor at the Temple of Athena, then proceeded to honor the tombs of those who fought at Troy. 

Arrian primarily relied on the accounts of Ptolemy (Alexander's childhood friend, soldier in his army, and ruler of Egypt after Alexander's death) and Aristobulus (an engineer who worked for Alexander). Both of these men knew Alexander personally and were present for much of his campaign, unlike other contemporaries of Alexander who wrote their own accounts.