How to Kill a Wendigo

Equip any weapons and gear to your characters that are high in defense. Verify that you have items that can cure your injured teammates and Phoenix Downs to revive teammates.

Cast the "Protect" spell on as many characters as you can before Wendigo makes his first move. Casting "Protect" is the only way to make sure you aren't immediately knocked out of the fight, as Wendigo can kill characters in one hit.

Use the Ifrit Aeon on Wendigo's two guards. Ifrit uses the power of hellfire and Wendigo's guards are particularly susceptible to this. Use Ifrit as many times as you can until the guards are dead. Kill the two guards before attempting to the attack Wendigo itself.

Use only one character (typically a character with low attack power, like Yuna) to heal and revive characters as they get injured and die. Every time you use Yuna you should be casting a protective spell, curing a character or reviving someone who has already died.

Summon all of the Aeons you can against Wendigo once his guards have been killed. The Aeons will be powerful enough and can do enough damage to kill Wendigo, allowing you to move onto the next part of the game.