Well a bit more on Kefka's backstory. But firstly he's actually a General in the army, one of 3 (Celes and Leo being the other 2 of course.) I forget exactly where it's mentioned, but that's what I recall from my numerous play throughs.

But they do explain his insanity. A NPC in Vector mentions that Kefka was the first person to undergo Cid's experimental Magitek Knight creation process, which worked and made Kefka powerful and infused magic into his body, but after the process it made his mind snap. Later Celes went through a completely successful operation without the mind snapping part.

But yeah beyond that there isn't much back story on Kefka. >.>