Meh, she just means go see the tutorial guy in the weapons shop. Upstairs.

It's just part of the extremely bad translation that is Final Fantasy VII's script Most of it was fixed in the PC version, but certain lines including that one still slipped through.

I'd be willing to bet that "to give" in Japanese is the same word as "to impart knowledge" - or something along those lines - and so it was mis-translated from "The man upstairs in the weapons shop has something to teach you".

If we took the badly translated script *too* seriously, we'd all be busy dying to that first boss (the robotic scorpion thing) by attacking it while it's tail's up.