Tales of Vesperia/WMG

The Entelexia are Pokémon
Ba'ul is explicitly stated- and shown- to have evolved. Presumably, they landed some time ago, having come from whatever planet it is pokemons originally came from. They leave magic rocks behind due to their systems processing the aer differently than humans, and the planet featured in the pokemon games is a magicless world. They are also much stronger than usual pokemon, again due to their unusual physiological reaction to the aer.
 * They transform into Spirits becuase they were so powerful in life. All pokemon turn into spirits upon death- they simply generally turn into the Gengar-chain, Misdreavus, etc, which presumably generate mana in minute quantities (enough to mantain existence, but not much more). Aer absorbtion has caused the Entelexia to become strong enough to produce so much excess mana post-spirit-conversion that it can form the basis of a new planetary magic system.
 * It also logically follows that, if one were to kill Mewtwo (or any Legendary pokemon), the resulting Ghost Pokemon should be able to power a large conclave of wizards with its mana.
 * This means, of course, that whatever team follows Galactic should have the assassination of a Legendary and the control of its subsequent (presumably unique?) Ghost-type as part of their evil plan.

Estelle is pregnant with Flynn's child
Estelle needing to warn Flynn that he was in danger was all a rouse. Flynn was a rising star in the Imperial Knights. He doesn't need Estelle to come out and tell him about danger. Besides, he was more than capable of handling it himself. No, the reason that she had to sneak out of the castle and associate with a known criminal was that she had just found out that she was pregnant with her and Flynn's illicit love child, and she had to tell him before word began to spread around the court, which would jeopardize Flynn's career and Estelle's chances and succeeding the throne. Of course, she stopped caring once her whole world started to unravel.
 * Given that the game seems to take place over the course of several weeks or months, and the ending credits show time passing even beyond that, and she never shows, the logical - and extremely unfortunate - conclusion is that she miscarried the baby at some point, probably when she was being held captive and tortured.

Flynn is a replica of Guy from Tales of the Abyss
They look identical. Just look at them.

That object in Rita's drawer was...

 * A secret love shrine to female imperial royalty.
 * Proof that Rita is, in fact, a guy.
 * Proof that Yuri Lowell was originally a woman until a powerful ritual altered reality. Estelle doesn't swing that way so when Female Yuri tried the I Know You Are in There Somewhere Fight and requisite speech, it didn't work. Endofthe World As We Know It until Time Lord Rita could travel back and rearrange a few chromosomes.
 * Proof that she's a Yaoi Fangirl.
 * Proof that she's a Yuri Fangirl.
 * Proof that she's a big fan of Yuri.
 * Proof that she's a furry, considering her obsession with cats in both subweapon and title costume form and the fact that she seems to know what a fur suit is since she asks if one of those cow guys is wearing one in the desert in Mantaic.
 * The 2000 Florida election ballots.
 * Lesbian porn.
 * The princess's ???.
 * Horrendously dirty laundry.
 * Blastia porn.
 * A "Personal Massage Wand" blastia.
 * An invitation to Hogwarts School of Witchcraft and Wizardry.
 * Kinky dominatrix gear: whips, corsets, mouth gags, the works.
 * An embarrassing photo of Estelle at the Christmas party.
 * Raven/Rita stuff.
 * Orthopedic underwear.
 * Erotic underwear.
 * Any 18+ Tales of Vesperia-centric CG set.
 * A yarn ball, what with Rita's Catgirl portrayal at times.
 * A photo of Raven being hog-tied.
 * Mementos of occasions when she beaten people to a pulp. Mostly Raven and Karol.

The game takes place on Derris-Kharlan
...before it entered orbit around the planet of Symphonia/Phantasia. The Halure tree is the Great Kharlan tree, which is later to be transplanted. The mana creation, the spirits created, the spirit of the tree... its all too much to be a coincidence.
 * Given the veil the Halure spirit dropped, this implies that Ratatosk started out self-identifying as female, and later changed its mind to male. Since spirits appear however they want to appear, the matter is purely one of choice.
 * The rest of the spirits were, as the game tells us, born from blastia. The stronger the blastia was in life, the stronger the resulting spirit (apparently, one doozy of an Entelexia was being used somewhere, given that Origin was produced).
 * Shadow was born from the barrier blastia of Dahngrest, based on the whole "never brighter than twilight" thing they have going there.
 * Origin was born from the blastia core used to power Zaude.
 * Luna and Aska would be formed from Capua Torim and Capua Nor, explaining their close connection in spite of being separate spirits.
 * Maxwell was born of Khronos. Both support Floating Hidden Elf Villiages. Also Khrona is stated to be very old, and will undergo spirt conversion when he finally dies.
 * At some point after the game ends, but before they enter orbit around the world of Symphonia/Phantasia, the Human race and the Krityan race breed together. The resulting species has the hair of humans, the lifespan and mentality of Krityans, and human ingenuity and propensity for violence. They call themselves "elves". By the time the planetoid reaches the stable orbit around Symphonia/Phantasia world, they have forgotten that they were once two species.

Kratos and Dhaos were tourists
Assumes the above WMG to be true. Kratos appears in the bonus dungeon, and returns for the colosseum along with Dhaos and two people from other dimensions/worlds/timelines. Now, if this game is indeed the dawn of mana, it would truly be an event for the history books, a momentous occasion. Kratos and Dhaos both have access to time travel- Origin, the Eternal Sword, and Thor for Dhaos. At some point, both of them decided that they want to go back and meet the creators of mana and summon spirits, so they asked the relevant parties nicely for a portal and a pickup time a few weeks later. The mysterious bonus dungeon was Kratos going waaay overboard on a magical interview- he was going through their memories as a sort of interview in such a way as to minimize their contact with him and prevent paradoxes.

Terca Lumireis is an ancient form of Aselia, and Tales of Vesperia is a distant prequel to Tales of Symphonia and Tales of Phantasia.
Similar to the above theory on Tales of Vesperia taking place on Dherris Kharlan, but with the variables arranged in a different way.
 * All of the Blastia are converted into mana at the end of Vesperia, replacing the planet's aer supply and creating the constant mana bank in Symphonia and Phantasia. Simple enough.
 * The Halure Tree grows up to become the Kharlan Tree, then Symphonia happens and it basically becomes Yggdrasill.
 * The Blastia conversion process turns Brave Vesperia (the defense system designed to restrain the Adephagos) into a giant blob of mana in deep space. This comprises Derris Kharlan's meteor form in Symphonia and its planetary form in Phantasia.
 * Vesperia's Krityans are Symphonia and Phantasia's elves, just... evolved in some way. Possibly similar to the Klingon ridge phenomenon.
 * The Dein Nomos is the Eternal Sword; its original name is lost over the course of thousands of years. The reason why Lloyd can wield it as a pair of sabers and it looks completely different when Cless receives it is because Tales of Vesperia tells you the Dein Nomos is supposed to change its appearance based on its user.
 * Mint's family is the last of the Children of the Full Moon bloodline, and the unicorns are the last surviving Entelexeia. Mint, just like Estelle, can use her own form of magic that's independent from her planet's energy supply. The unicorn in Tales of Phantasia is the only animal in its world capable of communicating with certain humans, and it's no coincidence that its body transforms into a strange device that reacts to and amplifies Mint's powers after it dies (i.e. the Unicorn Horn staff is just a really fancy Apatheia). Then there's the fact Tales of Vesperia actually has a breed of Entelexeia that look like unicorns.

Literary Agent Hypothesis: The game is an adaptation of the book Estelle wrote in the credits.
Assuming I'm reading the game's made-up runic language correctly, she is writing "Tales of Vesperia" by the end credits. Obviously, it would've been difficult for her given how she spent a quarter of the game being held captive, but that's easily explainable: the party filled her in. This might also justify a lot of the other characters being Out of Focus, and the plot focusing mainly on her and Yuri's exploits.

The giant hole Kowz stands in front of is a portal to the world of Aldurant.
Since Ant Lion Man appears in both Tales of the Abyss and Tales of Vesperia, and his home-slice Kowz is running an identical scam as the one he ran in Tales of The Abyss (Drop items into hole, get cool stuff in return) I can only theorize that the hole said items are dropped into is a portal between Tales of The Abyss and Tales of Vesperia.

Karol is related to Lloyd and Presea.
He looks like he could be either ancestor ,taking one of earlier WMG about Vesperia being on Dherris-Kharlan,or descendand,if Lloyd or his children happened to end up in Vesperia world (maybe looking for Kratos?) and fathered Karol.As for Presea,she could be his mother or grandparent from different parent than Lloyd's descend.Either that or he would be the distant ancestor to both Presea,her gaining his ability to weld axes at such punny size and Lloyd getting his looks and spirits.(Propably being from Anna's part of family rather than ) Also,he get's Lloyd's costume in PlayStation 3 ver.And Klonoa's too which was Presea's costume
 * In this Troper's opinion, Karol is Lloyd's other self, his alter ego. Lloyd is confident, stubborn, wants nothing more than to rid the world of racism, etc, while Karol is cowardly, has no confidence and basically just does what his friends do, although he does eventually grow a backbone.

Yuri Lowell is a disguised, or reincarnated, prinny.
In the japanese version, for Brutal Fang he says "ohh-ee-ssu," something a prinny would say. Not to mention Brutal Fang itself is a spam attack when you use it correctly (sort of like Kenshiro's signature attack and a prinny using his knives).

Yuri can use magic because of his blastia, he just chooses not to (to an extent).
It's stated that (for the most part) blastia is the reason why the characters in Tales of Vesperia can use magic. Yuri can use telekinesis, explaining how he can do those cool tricks with his weapon. He decides (with the exception of some things like Azure Edge, Final Gale, the Divine Wolves, etc.) not to use his magic outside of said aforementioned tricks, however, because he's JUST THAT BADASS.
 * Jossed. He tells Estelle that he "doesn't have the brain" for working out magical formulas. Note that in Vesperia, Strike Artes and Magic are considered two different things and all magic requires a specific formula to use no matter how minimal it may be, which manifests as casting time. Yuri never needs such such time.

The reason Yuri is so good at twirling his sword and overall looking flashy while fighting is because he was an auxiliary in a high school competition marching band.
Many of the tricks Yuri does with his sword greatly resemble tricks auxiliaries will do with flags, staffs, or whatever prop they happen to be using. Go watch a quality competition marching band (not a show band). Watch the auxiliaries. If they're any good, they'll likely be twirling their props around freakishly fast, all the while doing whatever moves they're doing for the drill.

== The Adephagos is in fact a being sent by the gods to bring about the apocalypse when humanity becomes too powerful; when one dies, someone or something stronger must replace it after death in order to carry out the cycle of death and rebirth established by the gods. == Pretty self-explanatory. The Adephagos was created by the gods to keep humanity from progressing too far. What is a common recurring thing in the Tales series? Some civilization that came long before the current, yet each was destroyed. The explanation? Said civilization became too powerful and was destroyed by the Adephagos. It makes sense. The military and governments of Terca Lumieris were the first to realize the purpose of the Adephagos, and, realizing the immense power of the Children of the Full Moon, began sacrificing them to temporarily hold back the Adephagos, though they were only delaying the inevitable.

Along comes Yuri and friends. All this time, the Adephagos has only been held back by sacrifices of other Children of the Full Moon (Estelle's not the only one; the PlayStation 3 version confirms this by stating that anyone with pink hair is a Child of the Full Moon, and likely redheads if their color is light enough. This means that Zagi is one as well, and this fact is alluded to in the PlayStation 3 version.) This will be explained later. As we know, Yuri manages to kill the Adephagos, making him the only individual strong enough to kill it (Duke is possibly another option, but Yuri was able to defeat him, so...). By killing it, Yuri has disrupted the cycle of death and rebirth. The gods will not let this problem go unattended, and will not allow the crime of breaking the natural order go unpunished.

Sometime during Yuri’s travels post-game, he dies either by “natural” means (illness) or gets killed by a deity, angel, or devil in a human form. After his death, he ends up becoming their new bringer of death and destruction. He’s basically no longer human- he’s the Adephagos’ replacement. We all know he doesn’t like killing innocents, so the gods likely very thoroughly brainwashed him or simply use their power to remove his control over his own body while it acts on the wishes of the gods, killing everyone and everything as Yuri’s forced to watch himself kill his friends and/or their progeny as punishment for killing the Adephagos in the first place. And if and when he gets put down, his killer will be the next in line... Sweet dreams.
 * So... kind of like the Final Aeon, then?

The Adephagos is a metaphor for pollution
The Adephagos becomes stronger because of the Blastia being used - the blastia are obviously a metaphor for technology. It's also unintentionally brought about because people didn't know about it, just like how in real life, people didn't realize the consequences of their actions and wound up causing something like the Cuyahoga River fire(s). That actually makes the Green Aesop a little more believable, since Alexei wasn't all "Screw the world I'm getting profit!", he unintentionally brought the Adephagos back.
 * This isn't Wild Mass Guessing. This is the entire point the game was obviously trying to make.

Yuri, Rita, Judith, and Estelle are the OT4.
I must be true because it's awesome.
 * So it follows that at some point worlds collide and Yuri must duel Ragna the Pimp-Edge for his title.
 * There's at least one 18+ doujin focusing on this.

Karol and Nan are brother and sister.
Both Karol and Nan have parents missing from the picture. Said parents were killed by monsters. This caused a change of lifestyle for them, and while Nan began to hate monsters and joined the Hunting Blades, Karol grew fearful and has since cowered from them. Also, it is never stated for a fact that Karol has a crush on Nan, just that he wishes to impress her. Estelle and the others assume it is a crush, but Karol never outright admits it. He also never corrects them, perhaps because he doesn't realize that they believe Karol crushes on Nan, or because he's too embarrassed at their conclusion to do so.
 * Karol could have an incestuous crush on her, which might be the reason he didn't want to talk about it.

Ring A Bell/Kane wo Narashite is about Yuri and Flynn.
Ring A Bell describes the relationship between opposites: Light and dark, up and down, day and dusk. Despite being opposing forces, they're seen as complimentary and inseparable; similarly, Yuri and Flynn's subplot is driven by their differences in outlook and method despite their beliefs being ultimately the same. Of course, their differences are played up in their appearances as well: The black-haired, dark-eyed, dark-clothed Yuri is plainly the dark/shadow aspect ("Although I bare fangs to the dusk"), while the blond-haired, blue-eyed, white-and-blue-wearing Flynn is clearly the light... which is also his elemental affiliation. Fire, as in his PS3 Mystic Arte, is also a derivative of Light and generally utilized by J-media heroes. Note that Kane wo Narashite is also the theme of The First Strike, a movie revolving around Yuri and Flynn's shared yet parallel experience in the Knights (and lacking Estelle, about whom the theme could also concern).

Flynn is a descendant of Aslan Frings and Josette Cecille.
He has elements of Frings' personality and bears and Uncanny Family Resemblance to Cecille's relative, Guy Cecil.

Yuri and Flynn are Lelouch and Suzaku
Because Yuri destroys the empire and Flynn reforms it. Without forgetting the rest. Estellise is Euphemia, Rita is Kallen and finally, Karol is Rolo. Wouldn't this make some snse.