Once the world is destroyed, Shadow have some dreams about his past life... it seems to have some relation with relm.. He could be his father, but it's any stuff hiden after this dreams? something to unlock? an item? a new hability? a new character?(imposible)...

So after kill kefka, why that morron of Shadow stay there just to die!!!?? WHY??? some answer pls...

I dunno. You sleep in a bunch of Inn's and it shows Shadows past and a few details about the game.

Shadow and Relm are brother and sister. the dreams show that they are somehow related. on top of that, look through your inventory and find a relic called a "memento ring" (i believe that should be the relic, correct me if im wrong). if you look at the description it says somethig to the effect of "Deceased mothers love protects user". and guess who are the only 2 people in the game who can equip it? yup yup!

From Wikipedia:

Shadow's dreams show the story of the train robbers Baram and Clyde (a clear reference to Bonnie and Clyde). After a successful robbery, Baram suggests the name Shadow for the duo. In another dream, Baram is apparently mortally wounded and asks Clyde to deliver his coup de gr�ce, but he runs away instead, not being able to go through with this. Clyde makes it to Thamasa, where an unknown woman invites him to stay. Along with a dog, he is seen leaving the house where Strago and Relm live. He later leaves that home saying he wants a girl, his daughter, to live in a happy place. Interceptor attempts to stop him, but the exact line is, "You've come to fetch me. But I won't be going back. I want you and the girl to live in peace." This suggests that Shadow is leaving because his wife or lover, the woman that found him once injured in Thamasa, has passed on.

Shadow shares three notable similarities with Relm: first, the two are the only characters who can equip the Memento Ring (which has the description "Departed mom's love protects against fatal magic attacks"). Second, they are the only two people that Interceptor likes. Third, they both can be found at the Veldt, in the World of Ruin, depending on if you saved Shadow or not.

Another character in Final Fantasy VI, Strago Magus, makes it very clear that his daughter, Relm's mother, passed on shortly after her birth. For Relm to have been alive while Clyde abandoned her, his wife and/or lover indeed had to have died prior to his leaving.

These facts, along with Shadow's dreams, lead many players to evidently conclude that Shadow was once Clyde Arrowny, Strago Magus' "son-in-law" and father of Relm Arrowny.

I concur. I'm surprised that y'all had a hard time figuring it out. I thought it was so obvious that Shadow was Relm's father. However, I don't recall a moment in the game about Strago mentioning his daughter dying after having Relm. In fact, I remember an old woman in Thamasa who said that Relm wasn't really Strago's granddaughter, but the daughter of a friend.

But, whatever the case, Shadow is Relm's father. It's a rather sad story, really.