those orange things you see are the number of quickenings you have on a certain character.
1 orange thing is 1 mp bar. You can get 3 in all.
One of the good reasons why you should go for quickenings early in the game is because you can make use of the extra mps.

Mist charge will charge up the specified character's quickenings to a random amount, be it lvl 1, 2 or 3, based on luck i suppose.
Or....it can charge up and make mist charges available for other characters. The result it will bring will vary differently.