Wendell has either "Windell" or "The Pope", the second due to the mitre he always wears.
Matthis is infamous for his Artificial Stupidity of being able to kill his beloved sister Lena as an enemy. Fans label any other character who does something like this as having "Matthis Syndrome".
Fan Translation: Obviously a necessity, since only Shadow Dragon was officially localized. As of November 2012, all five Japan-only games can now be enjoyed in English with these, including Archanea War Chronicles through the remakes of its maps in New Mystery.
I Knew It: Many, many fans assumed Frey was the canonical sacrifice in Shadow Dragon. New Mystery proved them right.
Marth Debuted in "Smash Bros.": The Trope Namer and current world record holder (nineteen years from Shadow Dragon and the Blade of Light to the international release of Shadow Dragon; seven years from international debut in Melee to international release of Shadow Dragon).
Milestone Celebration: New Mystery of the Emblem was released to celebrate the 20th anniversary of the series.
Yodel (also a minor boss character) shares the same name with a Bishop from Fire Emblem: The Binding Blade, except that the latter Yodel is a playable character.
Kleine's name nearly identical to Klein from The Binding Blade, who hilariously enough is also a Sniper, but is otherwise her opposite — a male one who joins the player's party.
No Export for You: Obviously, the original games had this status, and the fact that the 12th game is a remake of the third suggests that Gaiden will probably retain this status forever. New Mystery of the Emblem sadly looks to have also gone this way — years went by after its Japanese release and it was absent from Nintendo's 2011 E3 press kit (which announces many other US release dates), and there's been no word about it from any other international Nintendo source. It's particularly odd since, given the re-release of Fire Emblem: The Sacred Stones as one of the Nintendo 3DS Ambassador games in 2011, it's not like Nintendo of America/Europe has taken to completely ignoring the franchise again.
Since Fire Emblem Awakening was released and became very successful on the 3DS, it seems that the main issue was one of timing — the game came out in Japan in July of 2010, and the 3DS landed on March 2011. So it would've been a DS game releasing at a time when Nintendo was trying to push 3DS games. Pokémon might have had the clout to stay on the DS, but it's likely New Mystery simply missed its release window.
What Could Have Been: Unused data in Mystery of the Emblem suggests that Gotoh and the missing characters (Darros, Wrys, Jake, Beck, and Roger) were indeed considered to return as playable characters. The ones other than Gotoh were scrapped during development while Gotoh himself was reduced to an NPC in both books.
The biggest Fire Emblem site, SerenesForest.net, posted an article about Fire Emblem's 25th Anniversary. See this to find many ideas not included in the original Shadow Dragon and the Blade of Light. Highlights include:
Nyna was originally going to be a playable character as a Paladin and her vassals accompanying her. However, their role was given to Hardin and the Wolfguard instead and Nyna was given the damsel role while her vassals were imprisoned. The band's name, the Archanea Free Company, was reused for Astram's squad.
Medeus was originally named Gaia.
A sketch of a serpent-like dragon named "Water Dragon Neptune" suggests that there was going to be a tribe of water dragons. According to the designer notes, they would fight by forming a tornado with an incantation rather than utilizing a breath attack.
Cutscene images were also originally going to be included in the NES version but weren't included due to technical limitations. This was first featured in Blazing Sword, the first Fire Emblem game to be released internationally. Ironically, Shadow Dragon's image focused on the Ghoul's Teeth, rather than Julian and Lena running from the bandits.
Jagen originally was going to die during the story.