Honestly, there is very little you would miss if you explore and pay attention to hints in conversations with your characters and townsfolk. At most you may miss some strong weapons, or an esper or two (none of which would be necessary to complete the game, and many wouldn't even be necessary to further the story). Honestly, I didn't own a strategy guide for the game until Anthology came out (I got it on the SNES the year it came out too), and I've never really used a guide for it period. Based on everything I've read, I'm confident that I've explored every nook and cranny over the years, finding almost everything on my first playthrough no less. Like I said, explore everywhere possible, and you'll likely see and experience almost everything worthwhile on the first playthrough without a guide.