Ok, events must go IN ORDER. Your events go in a random order, and so the game has trouble finding the event you might be calling.
<Game> ok... I'm looking for event 200... well, event 94 is here... and there's event 300. Nope, no event 200.
^ This is basically how the game searches. It goes from the top to an event number greater than or equal to the one it's looking for.
And to set up something to not run again, use <FL+xxxx (any number from 0001 to 9999) after the stuff you want to run once, then use <FLJxxxx before the same stuff.
If your wondering what "<FLx" is, it's "call FLag [+/-/Jump]".
Think of a flag like a switch on the wall. If you turn it on (assuming the light works), the light bulb turns on. If you turn off, the light bulb turns off. If you try to turn it off when it's off, or on when it's on, nothing takes place.
Now, the FLag Jump is like "If the light bulb is ON, I can see. If not, I can't".
So, lets put this is terms of Cave story flag events.
===
#0400
<KEY<MSG-Turned the light on.-<NOD<FL+0001<END
#0401
<KEY<MSG-Turned the light off.-<NOD<FL-0001<END
#0402
<KEY<FLJ0001:0403
<MSG"I can't see."<NOD<END
#0403
<MSG"I can see."<NOD<END
===
So, here's a fixed version of the script chunk.
===
#0250
<KEY<FLJ0567:0251<MYB0000<MSGOh, hey.<NOD<CLRI found this weird thing fishing<NOD
Want to have it?<YNJ0411<CLR
<MSGOKay,<NOD<GIT1002<IT+0002
Got the =Item=!
<WAI0160<NOD<RMU<FL+0567<END
#0251
<MSGI hope it still works<NOD<END
===
(You might also want to add in the music jingle, <CMU0010, before the Item message.)
So, here's a fixed version of your script: (comments added aswell)
(Copy and paste the below script into your script window)
===
#0090
<MNA<CMU0002<FAI0000<END
#0091
<MNA<CMU0002<FAI0001<END
#0092
<MNA<CMU0002<FAI0002<END
#0093
<MNA<CMU0002<FAI0003<END
#0094
<MNA<CMU0002<FAI0004<END
*FOR "EASY" PURPOSES, KEEP ALL TELEPORTS IN THE 100's
#0100
<KEY<FAO0004<TRA0011:0094:0009:0010<END
#0101
<KEY<FAO0004<TRA0095:0094:0009:0010<END
*ADDED THE MUSIC, AS WELL AS A TEXT CLEAR (<CLR)
#0250
<KEY<FLJ0567:0251<MYB0000<MSGOh, hey.<NOD<CLRI found this weird thing fishing<NOD
Want to have it?<YNJ0252<CLR
<MSGOKay...<NOD<CLR<GIT1002
<CMU0010Got the =Item=!
<WAI0160<NOD<IT+0002<FL+0567<END
#0251
<MSGI hope it still works<NOD<END
*TRY TO KEEP EVENT'S THAT WILL LEAD TO ONE ANOTHER IN THE SAME NUMBER RANGE
#0252
<KEY<MSGWell okay<NOD<END
===
Well, hope you learned a bit about flagging...