The Great Glacier is a huge area, that is very difficult to navigate at first. You can bring up the map at anytime by pressing the Square button.
The only way to navigate is to watch out for landmarks and relate those to places on the map. e.g. If you come to a screen with 4 exits, look for a Crossroads on the map.
If your party spends too much time wandering around, they will pass out. You will then find yourself in the Hut at the top of the map.
Your final goal is to reach the Hut at the top of the map, but there are several things to do before you get there, including finding the Added Cut and Alexander Materia. These are the most common Materia that people miss when playing Final Fantasy.
The reason why so many people miss this is because the Materia is Blue, and is almost invisible against the white of the snow!
Once you have finished exploring (and if you haven't passed out yet), you need to head right to the top of the map. When you reach there, you will enter a windy area where it is easy to lose your way.
Just press the Circle button every few metres, this will lay down a marker. Now just keep on heading due North.
You should end up at a small Wooden Hut, at the base of Gaea's Cliff.
