Final Fantasy VI/Chapter 4: Terra's Scenario

This is by far the easiest of the three scenarios. You have three party members and no bosses to fight. You begin exactly where you left off with Terra, Edgar, and Banon on the Lete river. Use the standard strategy of always having Banon heal. After fighting a few monsters you will be dropped off just east of Narshe.

Narshe
You can get kicked out of the main entrance, restore your health at the training center, but eventually just hug the left wall of town until you find the wall with the secret entrance. Continue making your way through the cave until you reach a security checkpoint.

This security checkpoint is tricky, but it is safe if you trace the route with your finger to memorize the route. If you mess up and step off the path, lights will surround you. Press the button when facing the brown light, or you'll have to fight two undead monsters which are easily dispatched before being sent back to start. This is actually a decent way to build levels since all the other monsters are very weak.

After you get through the room and walk some more you'll pass a cave opening. If you enter, it will take you to the room where you moogles helped you at the start of game, then to the moogles home. Talk to some moogles, grab the chest, and get going. Steamroll your way through the remaining enemies and retrace your steps to the same house where you began the game.

EDIT- When you get to the bridge before entering the house where you started, save yourself some money and trouble by removing the relics from EDGAR and TERRA. They will be helpful going on to SABIN's quest.

Once you are done you can complete either of the other scenarios, although it's recommended saving Sabin's scenario for last.