You'll find sometimes that you reach a dead end. You can't get past a certain point in a dungeon. At the start of the game, the magic (literally) word is Wizard. Make one in the character creator, give them a staff, and attack from a few paces away from the monster. Helps, doesn't it.
Complete all levels in the Land of Oblivion to unlock Asagi, a character from a cancelled NIS game who often makes cameo appearances in other titles from the developer since then, as a playable character.