3. Gilgamesh (Final Fantasy V & IX)
The other entries in this list are generally slotted into time frames that take place either before or after the main games, firstly because we are given enough backstory on the characters concerned and secondly because the plot of the respective games remains unaffected. However, because Gilgamesh appears in several Final Fantasy games in one way or another, that gives us a bit more creative license. For this game, think Dark Souls. Staring off as an ambitious treasure hunter - somewhat akin to his FFIX appearance - Gilgamesh sets off in search of adventure, with little or no direction given. Beware, though: as anyone who has played Dark Souls (or its predecessor, Demon's Souls) will attest, you're in for a hell of a challenge. As the game progresses, Gilgamesh accrues more and more weapons, and maybe abilities gained from defeating bosses, which in turn allow him to take on stronger enemies. Perhaps there could even be a somewhat ambitious gameplay element that allows him to traverse time and dimensions, which would mean visiting the worlds of the games he appears in such as V, VIII and IX. And maybe maybe there could be cameos from the party members of those games. And with the new generation of consoles, this is certainly within the realms of possibility at least in technical terms.