Mythril Mine
The Mythril Mine is a very small dungeon, so you should not get lost, at least I would hope not. :P Make sure to get the Long Range Materia. Search until you see sort of a ledge off to the left side. This is in an area where you pick up another item. You'll want to climb a vine up and get this materia, which is very handy to have.
At the end of the Mythril Mine, you'll bump into the Turks - Rude, Elena, and Tseng. They hint that you need to go to Junon.
Fort Condor
Once you come out of the Mythril Mines, you should see an optional area here, Fort Condor. It's a large tower-looking structure with a bird creature ontop. So, there is not much to do, but you can talk to an old man here to learn more information. If you agree to help, some shops will open up, and you'll be able to buy items here. You should also talk to the man in charge of battles here. You can offer to fight in some stradgey type warfare games here, or you can simply donate gil. If you donate gil, 3,000 for each battle, you'll still have a chance to get the phoenix materia later on, so fighting yourself is entirely option.
In the field...
You can get Yuffie at this point, an optional "secret" character. All you have to do is fight enemies in the wooded areas around Junon until you encounter her. For more information, please see the "How to obtain Yuffie" section of this site.
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