Ascended Fanon: Well made characters, comics, or stories submitted by players might make it into the main canon. Many, many player characters have at least cameoed throughout the prologues and epilogues.
One fan made religous sect, focusing on Kyogre and Groudon, has also been told to be revealed in the future.
Word of Gay: Fresnel, Winston, Jill, and a few others. Incidentally, the second of those is one of the first "main characters to permanently die.