Shadow has five dreams. Relm has one.

Siegfried is the result of an unfinished subplot. He was supposed to be the successor to FFV's Gilgamesh by filling in the game's "villain you fight many times but turns out to be not so bad after all" role, but the developers just didn't go through with it and ended up putting Orthros in that position instead. This is why Orthros and Siegfried seem to know each other.

Gogo, however, is supposed to be a mystery. Not a mystery with clues pointing towards a solution, either--just a mystery for mystery's sake.