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 part is tricky, just trace the route with your finger and you'll get it eventually. If you mess up and step off the path you'll see whether your path will be blocked and if it is you'll have to fight two monsters which need to be killed with fire magic. 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. 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.

Once you are done you can complete either of the other scenarios, although once again I'd recommend saving Sabin's scenario for last.