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One of Shadow's most memorable moments in Final Fantasy VI is the brief conversation he has with Terra on the boat to Thamasa. Prior to this point, Shadow engages in very little dialogue with the party, so these few lines come as a bit of a shock. Just so we're all on the same page, I have reproduced the dialogue below:

Terra: But...I want to know what love!
Terra: Who is it? (Shadow arrives)
Shadow: Thought I'd sleep out under the stars.
Terra: Did you hear... ...what we were talking about?
Shadow: I didn't mean to overhear anything.
Terra: Umm...
Shadow: I can't help you. You must look within for answers.
Shadow: Terra.
Shadow: In this world are many like me who've killed their emotions. Don't forget that.

I always found it interesting that Shadow is the one who interjects here. Although there are a limited number of party members on the boat (only Locke, Celes, and Shadow), both Locke and Celes have more invested in Terra than Shadow. However, neither Locke nor Celes overhear Terra -- the makers of the game intentionally chose Shadow. Even so, Shadow could have easily told Terra that he didn't overhear anything, but instead he chose to acknowledge that he heard her conversation with General Leo, and he subtly puts his two cents in. It is a touching scene, and even though Shadow claims that he has killed his emotions, it shows that he is not as cold as he likes to think he is.

As for the actual exchange between the two, there is so much power behind Shadow's simple line that, "in this world are many like me who've killed their emotions." This sets up a unique contrast between Shadow and Terra -- while Terra is young and wondering if love awaits her, Shadow is older and has already experienced love, never to experience it again. There is a certain level of regret implicit in his line -- by telling her "don't forget that," he implies that she is lucky that she still has the capacity to love and to experience being loved. At least in Shadow's mind, it is too late for him to find love again.

I like to think that Shadow's simple advice goes a long way with Terra -- he tells her to look within for answers, and ultimately that is what she does. Although we never see Terra in a romantic relationship (at least within the scope of the game), we see Terra find love amongst the orphans of Mobliz. Love is rewarding, whether it be romantic or otherwise, and Terra finds this to be true. Regardless of if she finds a romantic companion to spend the rest of her life with, she will always have the love of her companions and the children she took care of.