Well, here's a guess. I only played FFX once and don't have it in fresh memory, so have mercy if my reasoning is so-so.

My guess is the menu.

If there is a treasure that you seek, I will give you a map to find it. - Is there a map in the menu? I don't recall.
If there is a foe that stands in your way, I will give you a sword to cut it down. - You choose your weapons in the menu.
If you have lost your way, I will point you in the right direction. - You may be able to read your current objectives or something...
I will stand by you always, through the easiest times and the most difficult times. - It's always there!
I am a valued friend and a worthwhile companion. - It's definitely good to have around.
However, become too close to me,
and you may be shunned by those who spurn my help. - Hmm... not sure about these two lines. Is there a disadvantage to using the menu a lot?