Even though this is based on the widely popular RPG series, don't expect a lot of the characters from the games to appear (human characters anyway).  While this has chocobos, moogles, Cactuar, and even special monsters like Ifrit and Shiva, it is also entirely separate from the video games.  FF:U starts out by showing a pillar of darkness that appears on Earth one day.  Two huge (cg) dragons appear and promptly destroy each other.  Fast-forward 12 years.  Twin children Ai and Yu Hayakawa set out to search for their parents who they believe are trapped somewhere in the mysterious dimension of Wonderland.  Taking a living subway train (called the ghost train), they set out and meet up with a barrage of interesting characters including Lisa, who can manipulate the spirits of nature through a martial arts called kigen.  And Kaze, who can wield a (cg) gun called a Magun that can summon monsters by shooting three color bullets.  However, NOBODY is who they seem to be and everyone has a secret.  You may need to watch it a couple of times to spot it.