As a fighter, Cait Sith wouldn't be much without his partner in crime, the mog. (He also probably wouldn't be able to get around much quicker without the big, stuffed creature, either.)
Moogle?
Calling the stuffed companion of Cait Sith "a mog" is a bit of a misnomer: classically, such a creature would be called a "moogle", while "mog" refers to a particular moogle. The reason for this change -- a change that only occured in this game -- is not known, but perhaps the popularity of the moogle character from Final Fantasy VI, called Mog, had something to do with it.
Moogles are cat-like creatures that have appeared in almost all of the Final Fantasy games. The name originates from two Japanese words: "mogura" and "koumori", which mean "mole" and "bat", respectively. Even given that this is a character that originated in Japan, it's interesting to note that in Europe, "moggie" is slang for "cat".
Moogles are usually about three feet tall, and are usually white, though those with other colours -- and even patterns -- have existed. They have purple wings (and these can sometimes vary in colour between moogles, too) and some can even fly (though Cait Sith's likely can't due to its size).
Moogles have a staple call: "kupo! kupo!" It's a Japanese combination sound effect, and I think it means a cross between a giggle and "kerplunk!", which is quite appropriate considering how frequently they fall flat on their faces.
The Original
The original Mog starred in Final Fantasy VI, and was an optional but playable character. Mog, unlike the other moogles he lived with in the mines of Narshe, learned to speak the human tongue after being visited by the Esper Ramuh in dreams every night. Mog, like Cait Sith's mog, is a support character, freely helping those in need by putting himself in danger. Both display exaggerated and comical emotions when the opportunity strikes, and so can be called the comic relief characters in their respective games.
