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Bandorr said:

If I pick a team and stick with it half of them will be massively underleveled. Although I may keep three as part of the team and sub a fourth one out constantly.

Challenging people will only level up the one doing the challenging right? Not the whole party.

The game is more about augmenting and setting up your party to suit your play for example each character represents a certain dynamic in approaching the game and because of this you pick a first character who will be a dynamic core to your playstyle or your chosen playstyle. For example Therion makes it so that you don't have to spend as much on items and weapons due to his steal ability plus in battle he learns skills like HP thief and SP thief which for him not only deals significant damage but restores a decent chunk of HP/SP meaning in most battles he doesn't need to be healed which frees up other characters.

You can play as you're trying to play as long as you've gone for a main party member who is a good core for your style of play and know what you're doing, in your first playthrough if RPGs aren't your thing I would recommend focusing on two particular characters who suit your playstyle.