The first glitch is a small dialogue glitch that makes you unable to move or do anything else, and nothing happens.
The second glitch is how to get into the Sheila area through the roof. Would have had more point to it if it was possible get to Desert Ruins before paying Moneybags to free Sheila.
-Credit to ShadowdragonII for the Target box Proxy jump-
http://www.youtube.com/watch?v=epChH9Nfymo
The last glitch is a small egg glitch. Sheila doesn't even care to turn around and look at the dragon hatchling. (less info)