This is my first time playing FFVII. I've been trapped in the Corel Prison after being thrown in their from the Golden Saucer and I don't know what to do. I've already "paid my respects" to Mr. Coates and he said I will never get permission to be in the Chocobo Race. What do I do?

Go pass the save point til your screen changes, there you should see a dead body by a gate (some poor schmo who was shot). Go through the gate & continue to walk on til the screen changes, then look to the right you'll see a guy on the other side of the gate walkin back & fourth. There should be an opening for you to wlk through to go to the other side of the gate. keep walking right & there ya go, you will be able to continue from there.