The AO manual did say that past characters you may have not noticed may pop up in ways you never expected (I'm paraphrasing here).
As for the moons, I think Lorne said in an interview that each quintologist will have his/her own moon. There are varying stories about how the moons came into existence. Do a search in the forums and you'll find out way more than you wanted to know.
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Spending as long as I do here, it's easy to forget that Oddworld has actual fans.
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