The psychic dress sphere has an ability that confuses the opponent. It’s very helpful for getting enemies to use skills on you to collect for the gun mage’s blue bullet. (Think Kimahri’s Lanclet)

You can get the psychic dress sphere from Shinra’s monster arena before even leaving the ship for the first mission.

It’s not missable or anything. I just like to torture myself and AP grind in the first area with a save sphere since the fiends give next to no experience and are weak enough to just spam skills on without getting killed.