When Bannon asks you to join the Returners, say "No" three times. One of the people inside will give you the Genji Glove.
Hold R1 to cast a spell on multiple enemies.
After you get out of Doma Castle (when there's just Sabin and Shadow), and after you get Cyan, you'll head to a forest. In that forest, there's a train that you must get through. Instead of heading toward the engine right away, make your way towards the back (it's only one car out of your way). Once you're there, theres a save point and a ghost. If you talk to the ghost, he'll join your party to help you out on your train trip.
Note: After you're finished the train, he'll no longer be in your party.