So far, I've made it to the area where you control Jr.
And I must say, there is quite a bit that already sets up for events and revelations all the way up to Xenosaga 3. You find some basic prints for T-elos when you are on the U-Tic Ship as Jr., and when you board the else there are two moments that show some kind of link between Chaos and KOS-MOS, as well as a hint at the link between Chaos and Windhelm.
I managed to beat the Robot in Ziggy's intro without needing to do it with the E.V.S. later, so With just Ziggy and Momo. It was good fun. Anyway, off to finish Jr.'s map!
Edit: And there's a lot more cleavage then I remember.