Do All the Side Quests
Speaking of side quests, most of these reward you with new Materia, shop discounts, and equipment. You don’t have to do all of them, but it’s strongly recommended that you do. Completing all side quests in an area can unlock purple Discovery quests with whichever character is accompanying Cloud at the moment, and they’re nice little touches that add a bit more flair to the story.
If you do just want to pick and choose your quests, though, I recommend focusing on Chadley’s Battle Intel quests that you unlock in the Sector 7 slums. His quests are simple enough to do, and completing each one will unlock new Materia for sale when you talk to him. Eventually, he’ll also give you VR missions where you can take on powerful enemies and earn them as summons.