Don't get discouraged too early on. That happened to me and I didn't play the game again for about 6 months. The next time I played it (and understood it), FFT instantly became my favorite Final Fantasy (well....technically a close second to FFVII ).

Also, don't always feel the need to constantly change job classes just because you don't want to waste JP. You can keep the same guy as a knight throughout the entire game if you want (I learned this about two weeks ago, and I've been playing the game since '98).