What Kefka said before the final battle, was about what he wanted to do next. But he was killed before doing it. He failed.
He wanted to destroy the world, as explained by him before the final battle. But he failed.Second, his goal was to rule the world and do what he wanted with it. He -never- wanted to gain power and then go "LOL BLOW UP WORLD" and detroy everything. He wanted to tourture the world and the people in it. He did just that.