The primary theme of W involves the "Big Crunch": after a time, the universe contracts on itself, then is reborn in another Big Bang. In the backstory of W, various cultures sent parts of their civilization, such as Galeon and the GoLion (as well as the Valstork, Valhawk and the Database) forward in time from previous generations.
The Evoluders in W are a direct off-shoot of the Radam: while rescuing his son Takaya Aiba, Takaya's father was also able to steal a Tekkaplant and send it to the Cygnus before it fell into a black hole. The crew of the Cygnus used the system to survive the harsh conditions of space and eventually became Evoluders. Takaya's father's consciousness ends up linked to Jupiter by THE POWER.
This is a reference to how both shows attempted to reimagine the old Tekkaman series and/or Orgun's designs were rejected Tekkaman ones.
W takes great pleasure in not killing off Gai Daigoji: his in-series death is averted, due to the episode where he gets Killed Off for Real and the following one where Ryoko Subaru and her squad is introduced being merged into the same scenario. While it appears he dies helping the crew of the Nadesico escape to Mars, he returns during the climatic battle over the ruins to save Akito Tenkawa from Hokushin, along with Tsukumo Shiratori, who missed his own death due to the fact that the changes to the Nadesico plot also changed whom Genichiro Tsukiyomi shot (ironically enough, it's Gai, which he still manages to survive). Finally, Gai collapses at the end of that scenario, apparently not fully recovered from his wounds, but he live through that, too.
The Jovians were given the Gekiganger 3 discs by George Glenn, mostly as a joke to help keep their morale up. Unfortunately, this winds up being the spark that ignites conflict between the Jovians and the Earth.
Lampshaded; after meeting the third "Gai" in the game, Kazuma muses on how everyone he meets named "Gai" is a different kind of badass. For the record, Guy Shishioh is "courageous", Gai Daigoji is "passionate" and Gai Murakumo is "cool". All three names are written differently.
There are also two Hayatos: The pilot of Shin Getter-2 and Yumi's (Tekkaman Hiver) partner from Tekkaman Blade II. Again, the names are written differently.
No Export for You: Rather typical for the franchise, though it's a little more surprising for W since every series in the game was licensed for distribution at the time of release, and a couple series (GoLion, Orgun and possibly Tekkaman Blade) seem to have been included more to appeal to an American audience than any fan demand in Japan (which is particularly non-existent for GoLion); idle speculation formented the idea that this was done to increase international appeal, but the game still never crossed the Pacific officially.
Ironically, it probably had to do with GoLion/Voltron'', since there are discussions about the ownership of the series for the American market.