Final Fantasy VII/The fall of Sector 7

After the cutscene you splash down in the sewers. Talk to Tifa and Aerith to wake them up, but before you wake up the other of them, be sure to check up your healing and materia if necessary. Of course, Don Corneo wouldn't have thrown you into the sewers expecting the foul stench alone would have killed you!

There's a single notable item in the sewers, a Steal materia. Getting back to the surface after beating the boss should present no problems, the enemies are relatively weak.

Train graveyard
The train graveyard is easier than it looks. The only thing that probably confuses at first is that the train cars may have holes on their roof so figuring out where the items are is more difficult. Use the ladders and ramps and whatnot to cross to the other side. There's a Hi-Potion and Ethers, also check the oil drums for items.

On the other end of the train graveyard, the trains block your path. Hop on the nearest engine that has a door open. The engine will push one of the cars off the way. Then hop on the another engine, and the way clears.

Tips: Give Tifa the steal materia since her DEX rating should be higher than Cloud and Aeris. On the second screen, you can steal ethers from Deenglows (the green flying creatures) and sure you steal the Striking Staff from Eligor, who looks kind of like a cross of Baraka from Mortal Kombat and a Centaur (a half man half chariot). The Striking Staff will not be sold in stores for a very LONG time (Junon).

The fall of Sector 7
The column is still standing! Regrettably, Wedge isn't, as he just fell down. Nor are Biggs and Jessie in much better condition a bit further up. Aeris scurries off to get Marlene from Tifa's bar. You can buy stuff from the merchant here. Save if you feel like. Keep in mind that Iron Bangles (no matter how worthless they are) are lost forever from no on.

Once you reach the top, Barret says that the enemies are coming by air and lets you get your Materia and equipment sorted out before they get closer. Get Barret equipped.

And then... oops, Reno shows up and calmly sets the hell bomb loose. Of course, fighting him does no good, but it always pays to try...

Reno will rush off at one point, and it's time for our characters to make for a quick escape. Barret will perform a last-minute escape, and off you go...