He's toying with you, you cant buy a chocobo (or atleast i cant remember being able to), you have to catch one.

Buy some greens a stable and a chocobo lure at the chocobo ranch near the midgar swamp then get in a battle on the sections of the world map with foot prints and hope to meet a chocobo, feed it greens and kill the monsters. Then you have yourself a chocobo

If you need less vague confusing info talk to the people at the chocobo ranch

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