Well you have to go their for the airship. He won't say something different after you go there. You could beat the game and go back and the guy would still tell you to go to the Ice Cavern. Kind of a one track minded type of guy.

Just to give you a quick hint, the Water Crystal is in the town or Onrac and the Wind Crystal is in the Mirage Tower.

For more answers to your questions, an excellent walkthrough can be found at http://www.planetnintendo.com/ff1/walk1.shtml