Yeah, Zue is approximately Africa. That's where you land when the seagulls take you there. Terranigma is a great game, but it's one of those that after you beat it, you really don't feel like playing it again because of all the puzzles in the game. Very enjoyable, though.
And, of course, the music is great. Probably playing with the themes of the characters, such as Perel, Royd, and Fyda would be fun, some medley of those guys. They could be considered apostles or saints of the god (if you remember Yumi's statement at the end) and deserve some credit of their own.