! Carob Nut
Carob Nuts are needed to be able to breed a blue, green and black chocobo. So all in all, you need three carob nuts.
Where to get them? Two ways. You can win them actually in Wonder Square in Gold Saucer if you have 300GP. It's the last ????? in the options.
Second, you can steal them from vladorakos. The vladorakos can be spotted just outside the Chocobo Sage's house or at one of the islands south of Bone Village. Just equip your steal materia and steal from it, then run away. The vladorakos have high HP but gives low EP, AP and gil. So I suggest that you just run from them. Do this three times and you'll have the three carob nuts.