When you arrive in the area, speak with the black-clothed man you met earlier at South Figaro, Shadow. You’ll be allowed to let him join your party – which you should. However, he’ll be able to leave at random at the end of a random encounter (until you reach the Phantom Train), so I don’t suggest fighting a random encounter until then. However, the random leaving also won’t be able to start until you leave the Imperial Camp later on.
Upgrade his equipment if you feel like, and also buy some Shurikens from the merchant nearby. These can be thrown with Shadow’s Throw ability; some weapons can also be thrown. Cool.
Go into the cabin and sleep in the bed for some full healing. Now, go back to the overworld.