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.
In W, the Shin Getter Robo is built primarily as a check against the Mazinkaiser, just in case it goes berserk when activated. Though dialogue with the Database during the final stage implies that Shin Getter is even more dangerous than what it's supposed to stop, as Inference implies that it could destroy the universe when fully awakened.
The Jovians were given the Gekiganger 3 discs by George Glenn. A mistake on his part, since he was planning on giving them data discs. Unfortunately, this winds up being the spark that ignites conflict between the Jovians and the Earth.
The event in Tekkaman Blade II, the Black September of Prague, is omitted to fit the storyline. Because of this, Natasha's father and her estranged relations with him are basically Adapted Out and instead of being arrested and executed to stop the event, Noal lives through the whole series. Dead's motivation is also changed, now he's angry at Blade for not being quick enough to eliminate the Radams that they managed to rob him his humanity, so he joined the Radam for vengeance against Blade.
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 North American 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.
A panel with Media Blasters claimed the license for Voltron was in order...until Nickelodeon optioned Voltron Force. The optioning prevented games with the Voltron license from being released without Nick's approval, and the ensuing legal drama kept the game from being exported.
What Could Have Been: An option for a female protagonist was planned at one point, and there was even a portrait of a male version of Aria in the game, who would have been the female protagonist's rival instead. The male Aria portrait was edited and reused as the mugshot of the Deceivers.