@Tavrobel:

Not everyone has an intuitive grasp of the mechanics of RPGs...why should somebody be deprived of enjoyment of a game when a little more HP and/or firepower can get them by?

I personally find this game a lot more tactical battle-wise than many of its predecessors--one of the reasons I like it so much. Until you build up your melee characters of choice, just hacking at every monster you find with the standard "Attack" function that worked just fine in FFVII, VIII, and IX, makes the game a lot more difficult than usual.

@Omega Cloud:

Contrary to what others have written, If you are having difficulty I would suggest developing all of your characters until they reach the end of their "section" of the grid. At that point, much later, you can focus on three or four characters by moving them to other sections of the grid to pick up abilities that other characters have. The reason being that each character (with the possible exceptions of Kimarhi and Rikku depending on how you develop them) have abilities that can be utilized to make the fights significantly easier, and you can't move some characters to the requisite portions of the grid until you pick up certain rarer spheres later, at least not without wasting huge numbers of levels.

Some suggestions:

-Wakka's Dark/Sleep/Silence Attacks and Busters are invaluable. If an enemy casts magic at you, hit it with a Silence Attack to shut it up for 3 rounds, or a Silence Buster for a single round if the first won't take. Enemies with strong physical attacks can be hit with Dark or Sleep.

-Use Auron's Power and Magic Breaks, as well as his Armor and Mental Breaks you can pick up later. Power Break will reduce the amount of physical damage an enemy can do, and Magic Break the amount of magic damage. The Armor and Mental breaks allow your own physical and magical attacks, respectively, to be more effective.

-Use Wakka against flying enemies (typically have wings).
-Use Tidus against fast enemies (many look like lizards or wolves)
-Use Auron against armored enemies--most of his swords have the 'Piercing' ability which lets you do normal damage against them.
-Use Lulu against Flans and Elementals. Use spells of the opposing magical property: Fire opposes Ice and Thunder/Lightning opposes water.

-Make use of the Sensor ability. You only need one character in battle with it--and they don't even need to fight--just switch them in using L1 to check out the info and reswitch them for the character of your choice. You can learn the monster's HP and elemental strengths and weaknesses that way. Under the Current HP/Max HP part are often little grids..."1.5" indicates that they take 1.5 times the damage from that elemental property. "/" indicates that they are immune to that elemental property. "1/2" indicates that they are resistant and take half damage from that elemental property. And "+" indicates that they absorb that elemental property (a red oval is for fire, yellow for thunder/lightning, blue for water, and white for ice). When an enemy has an elemental weakness bring Lulu into battle and have her cast the appropriate magic. You can also switch your weapons as appropriate...Press Right while in the combat menu and then select weapons with the appropriate elemental property attached.

-Keep in mind that Yuna's Aeon's also have spells. If you use her Aeon's often, sometimes magic spells are better than their attack options.

-As far as I can tell, your character's agility determines the attack order when a battle starts. It is an advantage to keep you characters with the highest agility (ie NOT Auron) as your first three characters. You can then switch out those characters for slower characters without sacrificing your early attacks.

-Any character who takes an action in battle receives AP. If you find that certain characters are weak or underdeveloped, you can put them in the front three so you don't miss the opportunity for them to take place in the battle by killing all the enemies before you can switch them in.

-Keep an eye on all the equipment you get--many items with the same name have varying properties that makes some versions better than others. Soon after getting Rikku you can customize them if they have open slots. However, you'll need to steal many of these items until much later--you can keep Rikku in your first three and have her steal as her first action and then switch her out on her next turn, since she will often get two moves before your enemies get theirs.

I appologize if I insulted your intelligence in any way. Since I don't know how much you are familiar with, I thought I'd recommend whatever came to mind. This is not the type of game you can muscle your way through, but if you think tactically it need not be difficult.