I'm still on my first playthrough of the game, but many of the more significant sidequests have to wait until near the end of the main story. The lack of the ability for exploration/discovery in that regard is one of the very few poor aspects of otherwise phenomenal gameplay IMO.

Some things to keep an eye out for are each character's ultimate weapon, and the items that unlock them, crests, which you can find during the course of play, and sigils, which require mini-games of sorts, some of which you can do during the course of the game. If you're interested, I'm sure somebody who knows better can feed you what you need to do for each.

Also, you can just fight lots of battles and progress along the sphere grid until they get easy. And then move on. That's the surefire way to assure that you're 'leveled up' appropriately in any RPG.

One of the cooler things about the game that I've found is that if you're *really* digging the game, you can find challenges that will require you to spend dozens of hours of 'leveling'--there are some optional battles against super monsters that seem to me to be verging on the impossible (though I suppose they're not).