While passing by the merry-go-round, Sephiroth will find himself frozen in place. He will feel as if something is behind him, slowly drawing closer and closer, but if he turns to face it whatever it is will swallow him up.

A girl--Ruana--speaks, whispering just behind his ear. "You won't leave, right?"

Then the feeling passes and Sephiroth can move again. There is nothing behind him.