Final Fantasy VII/Mithril Mine

Freedom at last
After getting out of Midgar, you need to split your party into two groups. You need to pick two characters besides Cloud for your party. (I usually go for Tifa and Red XIII, but there's really no point in choosing them specifically - just go with your tastes. If you want funny comments from the ladies, pick Barret and Red XIII. =)

Recommended stuff: Equip the Enemy Skill materia onto a party member that you are currently using, and find an enemy on the dark coloured ground around Midgar called 'Sweeper Custom'. You can steal Barret the 'Atomic Scissors' from them, and you can learn 'Matra Magic' for the Enemy Skill materia, a rather useful skill. You can also visit the choco ranch and get the choco/mog summon materia by answering 'Wark' to the chocobo, although most leave that 'til later.

Barret tells to head northeast to the village called Kalm. Finding your way to that location is not really all that difficult. If you have trouble with directions, switch to overhead view and head up and right. You should see a few houses there, these represent Kalm. Got it?

Five years ago...
In Kalm, follow your friends to the inn's second floor. Cloud tells of the time when he went to Nibelheim with Sephiroth.

First of all, Cloud talks with Sephiroth in the van, and then, they hit a really big dragon. The dragon, given chance, just trashes poor little Cloud (who's a measly Level 1 youngster in this episode). You can try hitting the dragon, it's pretty pointless though and you won't do much damage. Sephiroth (much more formidable combatant at level 50!) will try to keep you alive with Life2 spells if the dragon kills you, but he won't do that more than a few times - don't worry, he'll restore you to full health afterwards, and you won't gain XP or AP from this fight anyway. He will eventually slash the dragon twice for a ludicruous amount of damage, killing it.

Then head to the town. You can talk to the people here; Be sure to visit Cloud's mom, and also check out Tifa's home - she isn't home right now, though. (This allows for a bit of comic relief, make sure to check the dresser...) While in Tifa's home, be sure to check the piano; you can play it, and if you pick the right choices, Cloud will play the Highwind theme melody: "Do-- Re Mi Ti-- La--... Do Re Mi So Fa Do Re Do--..." (Get used to hearing this a lot later in the game.) Don't worry if you don't get this, it's just a hint for getting Tifa's limit break later in the game.

Head to the inn, talk with Sephiroth and the guys, and sleep.

In the morning, after a brief but very consequential photography session, Cloud, Tifa, Sephiroth, and two Shin-Ra soldiers head to the Nibelheim mountain. Combat-wise, your party consists of Cloud and Sephiroth; you can view the characters in menu screen, but there's no alternate equipment available and neither character has any Materia equipped (yet Sephiroth is still somehow able to cast massive spells). The rope bridge breaks. You need to head up the path. There are random monsters here, but these are absolutely weak against Sephiroth, who prefers casting l2 elemental spells with All on them, more or less killing them all instantly. (Do you need a reminder that you're supposed to track down and ultimately kill this guy?) Eventually you come into a Mako fountain, where you get a brief cutscene. Then, you find yourself in the reactor in the mountaintop. Do what Sephiroth says here, and you'll get a glimpse of the monsters Hojo is cooking here.

You'll find yourself then in Nibelheim again. Go talk to Sephiroth; In the Nibelheim manor, find the guy who is on the second floor and search the room - there's a hidden door leading to the cellar. Sephiroth is reading here.

In the morning, go talk to Sephiroth again. He's annoyed beyond belief. Logically, he wants to kill everybody. Help the folks as said.

Next up, there's still a confrontation with Sephiroth in the Nibelheim reactor. Help Tifa, go after Sephiroth. And that's the end of that story. Cloud's memory sure doesn't seem that good.

After the scene you get the item PHS, which is used through the menu, and can be used to change the party characters on the world map and on save points.

Chocobo Farm
Now, Kalm folks seem to hint that Sephiroth went south and over the mountains. Once you head south, you find that the only way through the mountains is through a cave beyond the swamp, and the swamp is guarded by this really nasty worm called Midgar Zolom who easily kills the party (it's around level 23 or so, with a minimum of 1000HP, and its Beta attack - which is worth learning as an enemy skill though - is rather nasty). You can see the wyrm moving under the waters, but your footsteps attract it, and before you know, you're looking at Game Over screen. So what to do?

Head to the Chocobo Farm. First of all, talk to the chocobos in the front; choose "Wark", they dance for you, and you receive your first summon materia: Choco/Mog. In the barn, Choco Billy will firstly sell you a Chocobo Lure materia for 2000 gil, and tells you everything you need to know about catching and riding chocobos. You should also buy some Greens from him. Don't spend too much on them; you won't be needing them that much at this part of this game.

Head out, equip Chocobo Lure, and waltz around in the tracks. Feed greens to chocobos and bash the baddies. Now, you can ride across the swamp without getting eaten by Midgar Zolom. Note that the Chocobo only allows you to outrun the Midgar Zolom; if it catches you, you will lose your Chocobo and be forced to fight it.

Caves
Before entering the cave, you see one of these legendarily tough Midgar Zoloms staked on a tree. Sephiroth seems to be pretty tough, in case it wasn't obvious before. Now, you need to head through the caves; there are some items here in chests, and there's really only one way through aside that. You will also run into Turks; Reno is too bruised to show up, but you get to see Rude, Tseng and the newest member of the unit, Elena, who does not tell you that Sephiroth went toward Junon. Nope, you can't hear it from her! No way!

You can steal Tifa's Grand Glove from an enemy in the caves if you do not want to buy it in Junon, and it gives her a boost for the coming battles.

To Junon
Important: At this point, it isn't advisable to do anything really tricky in Junon - you should visit the shop to get some Tents, but not much else. At this phase, it's definitely important to head to the bush and kill tons of monsters, until each member of your party (not the dormant characters or anything) are around level 20. It doesn't hurt to have your materia grow as well; You'll soon benefit from level 2 spells (Fire2, Ice2, Bolt2, etc), though they aren't completely necessary. At least some of your characters should also preferrably have Level 2 Limit Breaks already, too. You can also make your time worth it and recruit Yuffie (see Optional characters. The best place to kill monsters at this time is the Mythril Mine (see also Training).

You can also visit Fort Condor at this time.

Priscilla's aquatic friends
Once in Junon, head down to the beach. Priscilla calls for her friend, Mr. Dolphin. Then she thinks you're with Shin-Ra, and kind of panics when a big monster shows up. Egh. And now she's drowning while you have to deal with this ugly thing.

After the monster is dead, it's time to breathe life to Priscilla. (Get ready for a lot of minigames that follow!) The controls will be explained. Exhale when the CPR meter is full. Repeat a few times until Priscilla is revived. Don't worry if this seems to take longer than it should; a slight mis-timed breath will cause you to start over, a rather annoying feature. Her father will take her home to rest, and you should take rest too in the rightmost house in Junon.

Infiltrating Shin-Ra, take 2: Uniforms are Not Suspicious
And then, after some disturbed dreams that probably make no sense to first-time player, you wake up, and seems like something funny is going on outside. Firstly, Priscilla is awake, and shows her gratitude by giving you the Shiva materia, a very nice ice-based summon. Now, music can be heard from above, which means that Rufus is having a parade in his own honor. And, looks like he's going to cross the ocean too. So what do we do? Get aboard the ship.

Secondly Priscilla helps you get up to the Junon proper. Your friends leave climbing electric towers to pros, which means Cloud is going to have to go alone. Barret takes your PHS too, because the following procedure is a wet one.

Priscilla calls Mr. Dolphin to jump. Follow the instructions once again. Try to find the proper for the jump, it's fairly easy. The solution is to not move at all, and then just jump once and then jump again from where you landed. Once up, climb the ladder to the airfield.

On the airfield, head toward the screen, then head downward and use the yellow switch to make the elevator go down. Head to the building on the lower edge of the screen.

There's a save point in the corridor. The officer wants you get properly dressed, and now you need to head out for the parade. Follow the folks out and do as they say.

Note that while between the parade events, it's possible to sneak in some of the Upper Junon buildings, such as the weapon shop. If you have tons of cash, and you probably do if you went killing creatures before going to Junon, I definitely recommend you to pop in at least the weapon store to pick up good weapons like Hardedge, Grand Glove, etc...

Here comes the funniest minigames in the whole bunch (it's most amusing if you mess it up, actually). When the officer says "charge", run to the right edge of the screen, then walk to the position, and keep pacing on the rhythm. Be quick but nice, and the TV ratings don't get too much down. The Shin-Ra TV company, according to the Sources, mails this kind of stuff to thank you for your influence to the ratings:

After the parade, there's a brief scene with Heidegger and Rufus, and you need to train for the next event, a proper military gun salute. Just push the buttons the officer says. Note that in the training, the sequence is normal and straightforward; in the actual event, the commands are random. This should be simple enough after a few tries. (It's a lot more confusing in PC though.) Rufus' mood gauge determines what prize Heidegger will give to you:

And be sure to note how cute Red XIII is when he's peeking from behind the cargo, and rest assured he'll be cuter in the next scene =)

Head into the ship after you're done with the drill.