Yes, the characters have intriguing back stories and plots that are not addressed in the game because they are not considered central to the narrative. Zell, for example, has a type of side story with a girl in the library that you can completely miss out on because it has no bearing on the plot. I would prefer it if all characters' stories were given the same treatment as Squall and Rinoa. If you read the motivations and background of Ellone, then you should consider her a character, but the game itself does not lend her enough time to be fleshed out nearly as well as any of the other important characters.