This article is from the Final-Fantasy and other Square Soft Games FAQ, by firstname.lastname@example.org (Nick Zitzmann) with numerous contributions by others.
You can't. Secret Character #1 can't be equipped.
Besides, why would you want to do that? Secret Character #1 already has
the Bone Club and Snow Muffler equipped. Take a look at his inventory by
selecting "Equip," then press L or R to select the party. Press A to
look at the entire party's equipment.
There's not much you can do with the Bone Club, but the Snow Muffler is
probably the best armor you can equip Gau with.