Kefka is the best portrayal of a true psychopath in an RPG I've seen. No conscience, enjoys inflicting suffering on others for the fun of it, impulsive, delusionally grandiose, etc.

He's not some superhuman monster, he's all too human, and his similarities to real-life psychopaths is what makes him so terrifying, because we have all run into people who show traits of Anti-Social Personality Disorder, we can relate to him through out own experience, he is not some empty trope of a stereotypical villain.