FFVI - Walkthrough - In Search of Terra
Narshe
Party: Pick four (3 if you want Shadow to join you a bit later) out of: 
Items: Check the clock in the Elder's house for Elixir
Chests: Wall Ring, Sneak Ring, Hyperwrist, ThiefKnife, Earrings, 5000 GP
You can sleep in the bed in the back room of the Weapon Shop. If you go north to the mines and look at the little black hole to the upper right of the entrance you'll see Umaro the sasquatch (he'll join you later). Upon exiting go to Figaro (its in the same spot it was before).
Figaro
Enter the castle and go down the stairs to you left. Talk to the guy and he'll take you (and the rest of Figaro Castle) past the mountains to a point near Kohlingen (your next destination). Just exit Figaro and go north. If you have both Edgar and Sabin in your party you'll learn more about their past if you go to the spot where you can sleep. If you enter the main part of Figaro and shop put Edgar at the head of your party and the shopkeepers will give you a 50% discount.
Kohlingen
Chests: Green Beret
Items: Check the clock in Rachel's house for Elixir. Check a pot in the hut northwest of Kohlingen for Hero Ring.
Shadow is in the Cafe. If you have less than 4 in you party he'll join you for 3000 GP. If you have 4 and you want him to join you go back to Figaro and have the guy in the basement return Figaro back to where it was. Then go back to Narshe and talk to one of your companions. Change your party so it only has three members. Now come back to Kohlingen the way you did before. If you have Locke and go to the house in the top left corner you'll see a flashback telling why Locke is so keen on keeping his word about protecting Terra and Celes. The house on the top right will also show a flashback if you have Locke and if you go behind the house and push down you'll find a back entrance to this house which leads to a chest. From Kohlingen go south to Jidoor or you can go northwest to a hut where you'll find a Hero Ring in a pot then go south to Jidoor.
Jidoor
Items: in the very top house check a pot for Tincture
From here head north (on the right side of the mountains) to Zozo. Take a Chocobo for a faster trip. Just follow the light green strip of grass.