This page of the Final Fantasy 7 Remake guide has a description of Discovery - The Gate Won't Open found in Chapter 8 Budding Bodyguard.
It is a fairly simple Discovery to complete. Cloud and Aerith come across a locked gate on their way into town. You aren't able to open it - the path you have to follow goes through e.g. monster lairs. When you come across the gate, just leave it alone and follow the path to the city.
A little further, you will reach a large square. You can find a ladder that will lead you to a locked door. All you have to do is climb up the ladder and open the passage, and this short Discovery will be completed.
Reward: None. This passage can serve as a shortcut - you can easily walk through the gate to, for example, return to the church.