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You can fight Yuffie in forest areas on the World Map. After defeating her, you will be taken to a scene where Yuffie is lying on the ground, exhausted from the battle.
Do NOT open up the menu or try and use the Save Point in this screen. Instead, go up and talk to Yuffie. You must select the correct dialogue in order for Yuffie to join your party.
Here are the correct dialogue options:
"Not interested"
"Petrified..."
"Wait a second!"
"That's right"
"Let's hurry"
If you make a mistake, don't worry, you can fight Yuffie as many times as necessary.
To open the safe in the Shinra Mansion in Nibelheim, you must enter the code by going through the number sequence in either left or right direction before selecting. You cannot go past the code numbers; you must land exactly on each code number in the correct direction without going past the code number. To make it harder, you have to input the code within a 20 second time limit. Thankfully, it doesn't matter if you mess up; you can try inputting the code as many times as necessary. This effectively means you can "practice" until you get there.
In order to find out the directions and code numbers, read the letter in the room to the bottom left. The letter has 4 clues:
"The lid of the box with the most oxygen." - "most oxygen" refers to plants, as plants give off oxygen through photosynthesis. The solution is located upstairs in the room to the left, on the box in the room full of plants.
"Behind the Ivory's short of tea and ray." - "Ivory" refers to the piano in the room downstairs to the upper left, with "tea" at the table and the sun streaming in the window ("ray"). Check behind the piano.
"The creek in the floor near the chair on the second floor...then to the left five steps, up nine steps, left two steps, and up six steps." Find the creek in the floor, then carefully walk (don't run!) the correct number and directions of steps with Cloud. Hit the select button, and if you've done it correctly, you'll get the next solution.
You will notice there is a blank space under the first 3 clues when reading the letter. Select the blank space, and you will get a message saying "The fourth row has been written in invisible ink..." and the solution.
To make it even easier for you, here are the numbers and directions:
Upon successfully opening the safe, you will face a boss, Lost Number. Defeating him will earn you the item for Red XIII's Level 4 Limit Break, Cosmo Memory. You can then pick up the Odin Summon materia as well as the Key Item "Basement Key", which will allow you to get Vincent Valentine to join your party from the Shinra Mansion basement.
First, obtain the Key Item "Basement Key" as explained above. In the basement of the Shinra Mansion in Nibelheim, open up the room to the top just before you enter the library. Vincent is inside the coffin in this room. Talk to him until a dialogue option shows up, and then select the right option. Then keep talking to him again until another option shows up. The correct dialogue options are:
"Talk about Sephiroth"
"Who are you?"
Once Vincent just repeats "Let me sleep..." over and over, leave the room and head for the stairs. Vincent will emerge and join your party.
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Items Winnable from Battles Guide
Wall Market Cross-Dressing Guide
Turtle's Paradise Flyers Locations
Materia Selling Guide (make loads of Gil)