I recommend you buy the strategy guide for the game if you're having trouble getting through it. Normally I would not recommend using a guide on a first playthrough, but because Vagrant Story is a very challenging game, I do recommend it in this case. Don't worry about spoilers in the guide. The author knows that Vagrant Story is an exceptional game, and makes an effort not to ruin the magnificent plot.

Vagrant Story itself is my third favorite game of all time. It's not so much the story itself, but the overall presentation of it that makes this game such a masterpiece.

But bottom line is, if you're lost now, you need the guide.