According to the Final Fantasy Wikia:
For whatever reason when you beat the famed mimic Gogo, he sinks back down into the interdimensional rift. Apparently, he can cast it on himself. Maybe he rides the tides, like Gilgamesh, and ends up in other universes – this time Final Fantasy VI’s:
Probably not the best time to find oneself in Final Fantasy VI’s world. And according to the game’s description:
“A man shrouded in strange clothing… Or perhaps a woman? Perhaps not even human at all…”
So then, we can stop right here wouldn’t you say? But that’s not fun. In fact, that’s boring!
This is the most popular theory. She was Setzer Gabbiani’s girlfriend and owned the Falcon, an advanced airship model. A year later, Setzer found the wreckage of the Falcon in a distant valley.
Unfortunately not, as Gogo can’t equip the Memento Ring.
Perhaps Gau’s mother went looking for him in the Veldt, yet lost in the Zone Eater.
Though he does not play an important role in the story, he still appears frequently. Somewhere during the game, Siegfried mentions a person impersonating him. So then, Gogo isn’t THE Siegfried, as much so as the imposter.
Banon is the leader of the Returners, a secret resistance movement formed against the Gestahlian Empire. But after the World of Ruin, we never hear from him again.
Maybe he didn’t die in Thamasa?
Emperor Gestahl is the dictator of the Gestahlian Empire in Final Fantasy VI. Kefka strikes Gestahl down with lightning and kicks him off the side of the Floating Continent. Maybe he didn’t die.
If you succeed Cid in reviving him, he’ll give you a raft. If you don’t, he dies. Or does he? The body vanishes, but he leaves you a note. Where does he go? Does he take another raft, and sail it to a certain Triangular Shaped Island?
Baram is Shadow’s former partner in Final Fantasy VI. He only appears within flashbacks, seen during Shadow’s dreams when he is in the party while resting at an inn. Baram fell injured on the journey to flee the authorities and urged Clyde to get to safety. Perhaps Cid gave him mime powers?
A sandworm swallowed the bandits’ old leader. Could they have meant a Slagworm, or a Zone Eater? Perhaps they couldn’t tell the difference. Here are the quotes:
From out of nowhere a bunch of huge sandworms burrowed into the prison! We followed their tunnels back to the surface and escaped.
Our last boss perished that day. We met up with Gerad in this town.
A Generic Narshe Guard?
Perhaps. They look similar.
Gogo could have been anyone in the game.