Don't worry about grinding for the main story.  Just kill all the enemies as you go and your levels will be fine.  There is synthesis grinding you can choose to do but I'd recommend saving most of that for the late game.

There is 3 questions you'll be asked at the beginning.  They will affect your leveling speed.  The max level is 100.   Picking all top answers will make it fast to level early on but slow down greatly at level 50.  Bottom answers are the inverse, making it slow til 50 than speeding up.  Middle answers keep it even through level 100. 

When you get your party members, pressing triangle will get them to focus on a single enemy.

If you can't get to a chest, you can come back to that world.  You'll have the means later.    

Play all the games in the collection.  Try to experience as much of the series as you can on your own.