Well, your actual quest here is to find Barret, but you can stall for a little while. First, make sure to only take one person with you, as you'll discover a new team member in the Wonder Square: Cait Sith. Once he joins up, make sure you don't forget about that Manipulate materia he comes with, as it'll come in very handy in a little while. You can play some games now, if you want and you can also go to the Ghost Hotel to find the third Turtle's Paradise poster on the wall in the lobby. After you get tired of playing games (or run out of money, which ever comes first), go to the Speed Square. In front of that tunnel, you should see a man walking around in a Speedo. That's Dio, the propetier of the Golden Saucer. Talk to him, and if you have Cait Sith in your party, he'll refer you to the Battle Arena. Go there. You should see a murdered guard in front of the stairs. Run into the registration room, and you'll find everyone has been killed. Cloud will examine a body, and see that they've all been shot. At this point, a clerk who isn't quite dead will speak up and tell you that it was a "man with a gun on his arm." But Barret wouldn't do anything like this! Or would he? No time to ponder it now, because the Robo-Guards are here! Get ready for a fight to the death! But, they're not here to fight. Since there's not a lot you can do about it, you get captured. :-(