Since every level up takes exactly the same amount of XP in this game, I remember grinding to level 100 while on that first mission with Seifer. Granted, I didn't have my full party yet, so I ended up with a lop-sided party, and levels don't matter as much since things tend to scale with you somewhat, but yeah, I did that.
Also, on my very first playthrough of this game (which was a different playthrough from the thing I just mentioned), I got sort of "soft-locked", as I was young and didn't know how to use the junction system, I made it all the way to disc 3 and when you are on that mission fighting the purple propagators (the different colored enemies you fight in pairs), my skill level wasn't strong enough to win, and since I didn't have a back-up save, and there was no way to grind, I was essentially stuck there. I even had a friend come over who was an FF expert in my eyes and he wasn't able to help me progress either. I had to start all over. And I did.