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There is a lot of backstory needed to understand everything in this game, so let me try.
The greater goal surrounding this game is finding the gate to the unseen realm, basically the realm of the dead. Arecia is a servant of the god Pulse, who tries to find suitable individuals capable of becoming Agito, the entity said to be able to open the gate. Opposing her is Gala (briefly seen at the end of the game in the final boss area, the guy in the dark armor), servant of Lindzei, who tries to open the gate by slaughtering a large amount of people simultaneously, forcing as many souls through it as possible. The world of Orience is caught in a cycla, where the 4 nations try to dominate each other through combat in hope to train the individuals Arecia believes can become Agito. When one nations gains supremacy over the world (which Rubrum did), Gala appoints a judge (Cid in this case) who tests whether Arecia candidates have it in them to become Agito (which is the time of Tempus Finis). If not, then Gala tries to open the gate by killing everyone. The case of Class Zero becoming Agito hasn't occurred yet, if I understand correctly. If both Arecia and Gala fail to open the gate, the world is reset, with the 4 nations being separated again to fight for supremacy and a new Class Zero trying to become Agito. This game is the 600 millionth-someting cycle (too lazy to look up the number).
And now back to your question:
In previous cycles, the personalities which Machina and Rem represent where actually part of Class Zero (there were 16 members in total), but were removed in the later ones. The interesting part is when the other twelve members refused to become l'Cie of the Vermilion Crystal, which doesn't occur often (or at all, meaning this cycle may be the first one to have that decision) and pressed on to fight the judge Cid and won. As revealed in a secret sequence after beating the game, Joker and Tiz (the other two members of Class Zero who are not part of it anymore), who became Arecia's servants plead to her to listen to Class Zero's voices. Moved by the decision of how Class Zero's cadets chose their deaths, Arecia decides to break the cycle. This means the cadets can advance to the unseem realm and the crystals disappear, which causes people to remember the dead. Arecia freed Machina and Rem so they could tell her about her children and asked them to never forget them. So after 600 million times, this is the first time the world advanced after Tempus Finis with Machina and Rem as it's leader, remembering Class Zero's legacy.
I hope I got most of that right. I suggest on reading the Final Fantasy Wikia, as this is only a small excerpt of the overarching story.
oh... and Rem is the strongest character & best magic user, above all of her children. take that, byatch!!