Just something I have to point out, because it's a lot of fun.
The world of FFVIII is Earth, or a planet close to it. On what do I base this observation? In the FMV where the pods are picked up by the space station, and in the starfield where Rinoa goes to unlock Adel (and probably others, but none that I can remember right now), you can clearly see the constellation Orion in the lower left corner of the screen. Any astronomy buff can tell you that the shape and/or brightness of a constellation changes drastically with even a (relatively) short interstellar displacement. So the world of FFVIII must be in the close vicinity of Earth... Or perhaps it is Earth...in an alternate universe, or something. This is just a fun little fact that I couldn't resist throwing out there.