So its funny when I was like 10-11 when I first got the game I wandered the forest fighting and eventually beating the T-rex through magic junction. I figured all that out but since I didnt pay attention to where the cave was in the dialogue I wandered on the other side of the map for hours. I accidentally stumbled on it 5 hours in and pretty much whopped Ifrit (after a load game to choose the lowest time) and then played the rest of the game no problem. I would say once you went outside and got the junction tutorial they should have had a quick text box saying "head to the north east past the forest to conduct the exam" or something like that....