I started playing ff7 because of a friend and he said i need a golden chocoboo to get a materia.
Where can i find it? Is it expensive? Can i also use it in the gold saucer?
You can't find a Golden Chocobo, you have to breed it. The process is time consuming and exhausting, so prepare yourself for hours of birds mating and races (because you have to train them too).
The complete process can be found in this guide explained quite in detail.
To sum it up you have to:
Inbetween you'll have to find various objects to feed to your chocobos, and various things are completely random (such as the gender of the chocobo you'll get). Be patient and your reward will come!
Oh, and obviously you can use it in the Golden Saucer, it's simply the best Chocobo you can get. It can also cross any terrain on the map, including water.
Another way to get a Golden Chocobo that I just discovered is to get the Desert Rose, the reward from the Ruby Weapon, to the Kalm Traveler. Depending on your group and skills, this way could be less painful.