From memory, I havent had too many WTF moments in Final Fantasy. One of them was definatley early on in XII, after the Rogue Tomato hunt in the Easter(Wester?)sands. I'd defeated the mark and was running around killing all the other small fry that live in that are when I spotted the Wild Saurian. Feeling pretty overconfident I ran up and attacked it, only to be destroyed when it got pissed, turned around and hit me back. I'm fairly cetain that it was a deliberate move by Square to put it there, so they could laugh at all the unsuspecting noobs. But if anything, it taught me to be more cautious when approaching giant, oddly placed dinosaurs.

Actually come to think of it, the biggest WTF moment in XII was finding out Larsa was a dude, he sure had me fooled