Zanarkand Trials

There are two trials you need to do in the Gagazet cave to open the path to leave the cave, to get to the first take the left path near the save point you will get to some water. Tidus, Rikku and Wakka will have to go through the water and at the end you will get to the trial, just like you said you need to throw Wakka's ball and hit the center of the object, when it turns red you will be able to access the area ahead of the save point. There is a second trial you need to do now. When you enter the new area go left and you will see more water when you go through the water to the end here you will find the second trial. This trial is under the water you will find 3 slots a blue, green and red. Tidus has to go to the blue slot, Rikku to the green and Wakka to the red. When you complete this trial the exit to the cave will appear near where you entered to water. There will be another save point just before you leave the cave save there before leaving.

Oh no, that is not Zanarkand. You are in Mount. Gagazet, and you just completed one of the tasks that need to be completed in order to open up the correct path to Zanarkand. You should see a new path that opened up when you threw the ball into the center of the floating object, so go down that new path and a body of water. Go underwater, and keep swimming till you reach the newest task, and you should see different colored holes set into the wall. One red hole, One blue hole, and one green hole. Green hole=Rikku

Red Hole=Wakka

Blue hole= Tidus.

After you complete the task, you can now enter Zanarkand. You should see a new point after you leave the water, so save the game and walk up the new path that should be there. Hope this helps.