Cat Nip is obtained in Chapter 5, not 1.

To get Pain's special DS, talk to Tromell, the guado you described, FOUR times in Chapter 1 or 2.

To sell tickets, talk to people using the Square-button and then select for how much you'll sell the ticket. Don't sell a ticket to the man standing in grass in the long path on the southern side, he'll only buy it for 200 Gil.

'New Game Plus' mode is just like a normal game, but with everything (but the levels) from the previous game(s). So no chapter changing or whatever.