Costume Room (Idea)

I can answer a couple of these:

This is the SNES version, because the save screens for the Advance version don't work that way.

If you can switch one way, it should be no more complicated to go the other way. The most difficult part is adding an entirely new sprite sheet and being able to use that sprite sheet in all the different places in the game where you need it (using a sprite in battle, field and menu are all very different things). Once it is implemented though, it would pretty much just require 3-5 bytes of event code to switch from one to the other. Unless Tsushiy did something that's completely out of the blue and more complicated than what I'm expecting, which is a possibility. Judging by your interests in hacking, I'd suggest learning event code first. There's a great tutorial in the Tutorials section. One suggestion of mine is to maybe start by making a similar yet simpler version of this event, where you could do something to the effect of allowing Gogo to change costume to some other characters. That is well within your league, I predict.

To play FF6, the easiest thing to do is to download an emulator like ZSNES or SNES9x. I use ZSNES, but I don't know enough about emulators to really recommend one. Then you just need to download a ROM from another site (I won't go into too much detail about this here for obvious reasons). ZSNES won't allow you to hack anything though.

For hacking the game, go to the Tools sections and you will get a nice little description and convenient link for all the different hacking tools you have at your disposal. The hex editor is the most relevant for you I think, and rather than have me explain it, download it and try to copy/understand whatever xJCSx does in his tutorial at first, before you try anything else.