It's slow in the beginning, though it starts to pick up by the end of the first chapter. As has been stated above. The first chapter is completely about setup. Your actions in this chapter have dramatic affects in the future chapters, as well as introducing you to many major players you're going to learn to hate later...

Take this time to level up, really get into the job class system, and start building up a few soldiers for preparations for future battles (hint: Chemist are your friends...). Pay attention to the story scenes but never forget you can watch the scenes again (except for ones that take place within battles).

Good things come, to those who wait...