After you escape, head up the stairs and go left. You can talk to the flower girl (Aeris) and pick the bottom option, then the top, and then you can choose to buy a flower from her for one gil. Go south, get the Potion near the lampposts, (you’ll see it shining). Go south again. Some guards will approach you. You can fight them if you like for EXP, gil etc, (don’t worry you’ll be fully healed), but bare in mind they keep on coming and you’ll eventually get cornered. Cloud will then jump onto the moving train below. You will see the AVALANCHE members talking and then Cloud enters the train. They talk for a bit, then walk towards the screen (forwards, to where the team- members jumped off). Talk to the people here, ending with Jessie, who will show you a simulation of the Midgar rail system and explain about Mako reactors. Approach Barret, learn about the plate and eventually you will arrive at the train station.
Talk to the people here and follow the team to the left. You can go right to the train graveyard, but there’s nothing there. There’s a save point to the north, and you can talk to the guy here to take a look at the Plate then follow the team members to the left. You can talk to people here if you want. You can rest at the top floor of the tall building for ten Gil, but there’s no point as you will regain HP here before you fight again anyway. Wait as Barret kicks everyone out of the bar then talk to him to let you inside AVALANCHE’s hideout.