About Kadaj (spoilers)

[Christmas]

In the game, the real Sephiroth is in the end, and when you give him the black materia... The others you can see (before a battle against Jenova) is Jenova. She is the one who kill Aeris, (or Aerith, I don't remember) she's ever on your way...
So kadaj don't turn into Sephiroth, It is always Jenova! (like Sephiroth in the game... you see?)

=> sorry for my mistakes, I'm French so...^^

If you noticed throughout the game when you fight the fake Sephiroth, you will end up fighting JENOVA instead unlike the last battle.

As shown clearly in the movie, the person that fought with Cloud is Sephiroth and isn't JENOVA since he didn't transform to JENOVA....

So if the Sephiroth in the movie is fake, it is most likely that he will transform into JENOVA to fight Cloud.

Kadaj:He... will return.

Rufus:...Sephiroth.

It is stated here that Kadaj indicate the return of Sephiroth instead of his mother.

Kadaj:I don't know Sephiroth.


Kadaj:Yeah, I just feel him!

Kadaj:It irritates me!

Kadaj:Me or Sephiroth, which does Mother...

Here further support it.

and this is not the case of cloud... why? he has Jenova's cell in him... So why isn't he like kadaj and the others?

Maybe you should go read Masamune∙1600'spost again .....

Kadaj, effectively, really does turn into Sephiroth.

Kadaj is a Remnant of Sephiroth. This means that, as was also the case with Loz and Yazoo, he was formed when Sephiroth's body was blown apart following the final chain of events in the original game. Having been formed from Sephiroth, the three SHM are Sephiroth, in a sense, and instinctually desire to merge with JENOVA cells, which Kadaj does.

Sephiroth is, effectively, almost indistinguishable from JENOVA, as he was given JENOVA cells while still in the womb, and has thus become the conscious embodiment of JENOVA's immutable aims. The aims become more complicated in Sephiroth, but stay true to the quintessential "needs" of JENOVA.

This matters because Sephiroth's will is more important to his identity than his body. His identity is bound up in his personal perception--the silver haired man with the long sword--but the shape-altering qualities of JENOVA can replicate this completely (as seen with the Sephiroth forms encountered throughout the original game). His will, however, even though identical in fundamental goal to JENOVA, is unique, and therefore is necessary for JENOVA to fully manifest the form of Sephiroth. In being Remnants, Kadaj, Loz, and Yazoo also manifested the thoughts/will of Sephiroth. Hence, Kadaj and the others are unknowingly subject (to a degree) to Sephiroth, embodied in their desire to bring about "Reunion." When, then, Kadaj merges his physical body (the biological material of Sephiroth, and, more importantly, the manifestation of Seph's thoughts and will), it is possible for a fully real Sephiroth to again realize himself on Gaia.

Cloud isn't created or born the same way as they are if you have played the game.

For further references:

http://faqs.ign.com/articles/657/657331p1.html