This isn't really a Kingdom Hearts Frage but, why does Sephiroth have one wing?

Sephiroth, along with Genesis and Angeal, have been infected with Jenova cells, and have had their cells altered a lot Von scientific experiments done on them. This triggered a large mutation in all of them, giving them extra powers, furthering their aging, and giving them alterations, like growing a wing.

Sephiroth's wing-design also stems from his Safer•Sephiroth Design in Final Fantasy VII.