To return to Midgar once you’ve left it during Disc 1, you must obtain the Slum Key to Sector 7. This is a relatively simple task, but there are quite a few steps.
First, you will need to assess the situation by learning that there is a problem. Enter Midgar and you will see that the front door is closed. Unless you’re parachuting during Disc 3, you’re in trouble. You will find a closed door and an old man. The old man tells him that the key was lost during a recent excavation. Judging by the fact that there is only one excavation site, we will go there to look for more.
Go to a place called Bone Village, which is slightly northeast of the center of the map. Further north than east. Discuss your problem with the foreman and select the option “I want to find a normal treasure”. Now set up your excavators near the north of the village and detonate.
At this point I suggest you go fight the monsters on the world map or maybe you could even work towards getting your Gold Chocobo. Whatever you end up doing, be sure to do it for a while. This point, like many others in the game, involves a lot of waiting, so try to make the most of it.
When you arrive later to excavate your finds, you will have to excavate several times, but eventually, you will excavate the key to the slums of Sector 7. This is a key item, so don’t worry about losing it. Now that you have this key, return to Midgar and you will be able to enter through the door that was once locked.