When you get to Roan's hometown, go to the sailor's house. When you play arm wrestling and win, he will give you information. Then with Millenia, play again and he will have great items. Win to get them.
After you get Roan for the second time, leave Cyrum Kingdom and go to Raul Hills and it will be a special stage. Go through there and get to the ruins in Raul Hills 1. When you get to the ruins you will encounter Devils. They are extremely hard to fight. Ice will work best but make sure you have items that refill SP and MP because there are no recovery spots, and if you go back the enemies will reappear. Inside the ruins are items including armor, an item that doubles SP earned, one that doubles EXP earned, and one that gives you 1000 Magic Coins. The Fairy egg can be found on top the highest pillar.
Successfully complete the game once, then play again. New items will appear in various locations.
To get the Book Of War, win the Walnut game six times. When you return from the game, they will give you the Book Of War.
To get to the special stage, when you get Roan (King Roan) to be part of your team, exit the Palace. When you get out, there are two places to go to, Raul Hills and the King Roan's palace place in the south. Go to Raul Hills. When you arrive, "Special Stage" will appear. You can train yourself until you are ready to leave.