Kefka was in FF6. The reason for the number confusion is that some games were not released in the US. FF1 came out in Japan and US, but 2 and 3 only came out in Japan. FF4 came out in the US and Japan, but since there was no 2 or 3 in the US, they called FF4, FF2. For the same reason, FF6 ended up being called FF3. When the FF series became extremely popular, they kind of reverted to the real numbers since people became more aware of the series I guess.
Are you currently playing FFXII or FFXIII?
I've seen FF tactics played, but never got a chance to go through the game myself.