2. Squall Died In Final Fantasy VIII
Depending on how much you believe an ice shard through the top of the chest can kill a guy, that will directly relate to how much you want to believe in this one - but regardless of succumbing to the ethereal nature of this story, how else do you explain the faceless Squall picture that appears at the end of the game? The main thread goes that hero of FF VIII, Squall Lionheart, actually dies when he's impaled by Edea's ice-shard at the close of the first disc; leaving the rest of the game as a dream he has whilst existing in the afterlife (or something). It explains to some degree how the story goes off the deep end from disc two onwards, but definitely doesn't feel as fleshed out as it should for this to be believed right away - although the fact he recovers from having a thigh-sized bolt of death straight through his person without a scratch or barest mention of it does give it some credence. There's a full writeup from some proper detective-minded fans
over here, but ultimately it's over to you as to whether you buy into the whole thing or not.