Shadow is Relm's dad. (Okay, everyone knows that...)

Gogo is Adlai Stevenson. (Well, maybe not.)

Well, I did hear this from someone who was most likely pulling my leg:

When Celes uses the raft to escape the Solitary Island, hold B and down. You will be attacked by Leviathan. Defeat him with Celes alone to enter Leviathan's stomach, and you will see two statues of Cecil and Rosa from Final Fantasy IV. Touch one of the statues to gain that person as a playable character. This will only work in the original Super Famicom Japanese version of Final Fantasy VI*

* This is how I knew the person was spewing bulls**t, but I could kinda already tell at the "hold B and down" segment.

Additionally, this link has many funny rumors made up by people on FFVI:

http://www.cavesofnarshe.com/ff6/rumours.php