I'm on my way to Galbadia Garden for the first time (during this playthrough) and I've missed a few conversations.
I ran away from the T-rex before Quistis could finish what she was saying.
I talked to Zell before other members on the train ride out of Timber and therefore didn't get to hear what Quistis or Rinoa had to say.
I have to say, little things like that really bother me. I've played through the game enough times to know what they say, but for some reason missing conversations just bothers the crap out of me. Even though missing them has no effect on the game itself, and I'm not missing any magazines or rare cards, I still feel like my playthrough is incomplete.
Does anyone else have this problem?