Zidane's original only memory of his childhood before becoming a member of Tantalus was of a blue light; Zidane mentions it feels like home to him. So a blue light that feels like a home he belongs to, but he has no idea where it is or why it's there.
Delivering letters for small fuzzy creatures because their normal mail system was down. Specifically, Moogles, but he won't remember immediately what they're called
There was a large group of moogles that lived in a place called Madain Sari; an abandoned village.