According to the magazine, former Final Fantasy XIII protagonist, Lightning, will appear in the sequel as a downloadable coliseum character. If you beat her, she'll join your party.
Furthermore, Lightning will also feature in "secret story episodes" in Final Fantasy XIII-2, though Square isn't offering any more details.
Good news if you like Lightning, we guess. To be honest, we thought she was hands-down the best character in Final Fantasy XIII, so it's nice to see her still in the thoughts of developer Square Enix.