He probably doesn't know what to do after the Schizo boss battle at Gaea Cliff.
Well, what you have to do is climb. Cloud is a little bit dumb in that part and he will not start climbing easily. But eventually he will find a spot on the right of the exit and start climbing...just keep trying . I was blocked there as well. When you've finished climbing, you're in the crater, and from then just follow Sephi up the mountain.