Oh man all the feels coming at me I wont repeat the ones already said:

Chichiri (or however its spelt) the chocobo dying in the beginning of Type 0 ...oh yeah and Machina's bro

Vivi finding out about who/what he is

Aeris's death (surprised it wasn't mentioned already)

Yuffie (and possibly Barret) have gotten further with Cloud than Tifa has

Trabia getting blown up

Zell missing out on hotdogs

Tidus and Yunas entire relationship

Dynes suicide

Kefka poisoning peeps

Getting 0.01 dodging birds on a Chocobo

Dodging 200 lightning bolts

Rinoa being afraid everyone will hate her upon becoming a sorceress with Squall on the Ragnarock

Kain's eternal friendzone

Anytime something cute dies

Forgetting to save after beating Penance and turning off your console only to remember you forgot to save.