When you get to the first town, South Figaro, you might consider getting your party up to about Level 15. This will ensure that the next character you acquire will possess a mult-target, fire-elemental attack, which will be helpful against enemy groups for quite a while. Assuming you're dexterious enough to execute it, that is.

Once you've got that initial bit of grinding out of the way, try not to grind too much if you can help it. The game introduces a stat-boosting system after you've finished the first fifth or so, and any levels you gain prior to that will be "empty levels," as you will be unable to boost stats with them.

Have fun!