Lulu is the awesomest and deepest character in the game, but her backstory is only ever hinted at and brushed over - there could be a whole prequel exploring Chappu, her earlier pilgrimages, and all the events that shaped her life up to the original game.

It's just a crying shame that every FF after 7 has basically marginalised all the characters except for the leading couple. In FF7, everyone got their moment in the spotlight, even the optional characters; in the later games, it's all about the hero and heroine.