This page explains where you should go to continue the story after you visit Zozo in Final Fantasy VI.
Where to Go After Zozo in the World of Balance
When you first visit Zozo, you will eventually defeat Dadaluma, then you can go upstairs and check on Terra. Afterward, talk to your friend and form a party.
Be sure to equip all of your party members with an Esper. For more information about using Espers, read How to Use Espers.
After that, your next destination is Jidoor, to the south.
Where to Go After Zozo in the World of Ruin
In the World of Ruin, you will find a bird in Zozo. Check the bird and watch where it flies. Then go north from the Cafe and look for someone walking around in that area. Buy Rust-Rid from him.
Go south, then into the Cafe, and go north until there are two doors. Go through the one on the right. Go up the stairs. The door on the right has a chest that contains a Tincture/Ether. Check the door on the left to use the Rust-Rid, then go in. You will reach Mt. Zozo. For more information, read Mt. Zozo.