There are plenty of things you can do here before moving on to the next stage. First head east up the ramp and save. Head west through the door. Go into the further left room. Blast a part of the wall in here to find Segment Address #2. Leave and continue west into the Bar.
Talk to Adonis to activate GS campaign #27. Complete it to get Decoder 14. Once you've done that, take the elevator down to B1. Talk to Kamikaze -- the droid in front of the Weapon Shop. This will trigger GS campaign #32. (The longest and most tiring GS campaign, so it's better to start early.) Now head back to where the save point was, access the U.M.N. terminal next to it, and go back these places:
Old Miltia (14 Years Ago): Open Segment Address #14. Get Robot Part Right Arm; Decoder 7.Subconcious Domain Winter: Unlock Segment Address #15. Get Secret Key 5. Go to the area where you made a log roll down the river. Shoot 2 of the rocks sticking out of the river. (starting from left). Knock the log down and it should roll a little further east. Cross it for a Bio Sphere.Dammerung: Unlock Segment Address #7. Get Robot Part Left Arm.Subconcious Domain (Summer): Go to the area where you made a log roll down the river. Shoot 2 of the rocks sticking out of the river. (starting from left). Knock the log down and it should roll a little further east. Go across it, blast the box, and get Decoder 4 from the treasure chest.