That's the save problem that can happen with different party leaders on the world map. Let's say you have Tifa as party leader, but Cloud is also in the party, his model will display on the world map. However, if you open the Menu and PHS him out, then save the game (without closing the menu), the game will load you at x0, y0 coords when you next load that save file because Cloud is no longer present when it recalls his last world map position for the save file.
If you add Cloud back into the party via a save editor, then it should fix the problem and you'll be loaded at the correct coords when loading the file. Otherwise, setting your position onto a Highwind screen and then talking to the pilot will put you in the Highwind for the world map so you can 'escape' the x0, y0. I've an idea for a fix which involves 'locking' Cloud and Tifa in the PHS if either Tifa or Cid are party leader, but it's not implemented yet.