Remember Kappa the Imp who introduced you to Gua. Well it is possible to get him in your party! All you have to do is equip one of your people with the Imp Halberd, Imp armor, Tortois sheild, and the Titanium helmet and rename him/her Kappa. To finish the trick cast imp on him/her. This isn't the real Kappa but an amazing replica.
Shadow has seven dreams. To get these dreams you need to find the right places to sleep (mostly inns). If you get all the dreams he will stay alive at the end of the game.
To get the Raiden esper go to the queen's throne in the ancient castle. Take five steps forward and press A. this will lead you to a secret passage.