I've heard that when your companion needs to speak to you on SWTOR KotFE, you need to go to a cantina or your ship. I'm a Sith, so would the cantina on Korriban do? Thank you
Yes, a cantina is a cantina. It should say that you entered a rest area when you go in; if not, you've mistaken some other place for a cantina.
However, some conversations specifically require that you use your ship (after you acquire it). Those will be indicated by a small ship icon on your companion's portrait.