There are two sidequests in Wutai -- the one where Yuffie steals your materia, and the one in the Pagoda. The former can be done anytime between acquiring the Tiny Bronco and the end of disc 2. The latter can be done at any point after acquiring the Tiny Bronco.
I suggest doing the first as soon as possible, so you have Aerith's Aurora Rod for the TotA, and doing the second once you've got the fourth E.Skill materia so you can get Trine from Godo.
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