It is true that Sephiroth has been unsettled lately, due to both stress and overwork, but he isn't insane, though these dreams do make him doubt himself sometimes. Yet at other times they speak so clearly, and they make sense, touching directly on his worries about Shinra, his idea of leaving the company. The fact that they're so to the point could mean that they're simply pointed messages from his subconscious, but the people themselves feel decidedly real.

He doesn't blame Cloud for his disbelief. He has found it hard to believe himself, and still does, when he's awake and it's all so much farther away. He stops as Cloud stops, watching the landscape change. His doubts aside, there is one thing he's sure of: "I am myself, yes, as unlikely as that may sound."

What is it about this person? The two of them seem to have something to do with each other, although he doesn't know Cloud, and he, logically speaking, has no reason to.