The Walking in air glitch only occurs at North Mountain at one specific point. If the player, before the entrance to the second cave area of North Mountain, walks left a bit, then up and left some more, the player will be able to walk around in thin air, as there appears to be a non-solid wall on the left border of the land.
This glitch is fixed later in the Advance remake.
The Walking in air glitch only occurs when using Squall or Sephiroth. When using the HP Attack Rough Divide in the air, if the player comes in contact with a flat platform, walking off the edge will let Squall walk in the air until he is attacked, executes an attack or enters EX Mode. Another method is to use Rough Divide to land on a piece of breakable scenery. (Such as one of the crystal pillars in the Crystal World stage.) If the attack breaks it, Squall will stay floating in the air.
This glitch is also caused by Sephiroth by using Heartless Angel after being sent flying by an attack. As long as Sephiroth did not hit a wall, peform an aerial recovery or any other action before using Heartless Angel, (Including jumping) Sephiroth will float motionless in the air. Unlike Squall, however, Sephiroth will only float for a few seconds before falling, but using Heartless Angel again will reactivate the bug.
Only the method with Sephiroth and the first method with Squall has been fixed in Dissidia 012 Final Fantasy.