Considering that you are in an early stage of the game, it's not that important to train all characters yet. But later on, you should have all characters at a decent "level" (can't find the right word ), but it's no need to train them all to the top. Your main characters should be the ones with best stats, but it wouldn't hurt you to have good stats on all of them, if you are doing some of the sidequests.

When i was in the early parts of the game like you are now, i was training really much, because i wanted Lulu's lv. 2 spells earlier then usual, but it is no need for it.