Incorrect Guesses:

Odin
Gilgamesh
Tonberry King
Tonberries
Seifer
Diablos
Blitz

Centra Ruins
Tomb of the Unknown King
Tear's Point
Deep Sea Deposit
Winhill Mansion
Diablos' Dimension
Lunatic Pandora
Zell's Room
Ultimecia's Castle
Remember that the answer is a place, not a person.