We don't believe official reports that Sephiroth is dead for a number of reasons.
- Shinra own the press.
- Sephiroth disappeared after torching a large amount of incriminating evidence that Shinra don't really want coming to light.
- Shinra are all bastards.
Recent disturbances are said to have created increased monster activity around "Mythril Mine", so that's where we head first. Unfortunately we need to cross a marsh to get there, a marsh inhabited by the deadly "Midgar Zolom".
The only thing we have access to that can move faster than the Zolom is of course, a Chocobo. All Final Fantasy games have Chocobos in them, and they're always accompanied by weird bouncy farmyard music.