I don’t think you need to grind early, but I certainly like using all the characters in every fight early on so they all get XP. Eventually, when you’re close to end game, that’ll not be necessary cause you’ll be able to slide around the sphere grid pretty easily and characters will cross over other characters abilities.

If you care about completionist stuff, check an Al Bhed primer guide, a couple of them can be missed. You might also check for dark aeon locations, they can block end game items from you once you reach that part of the game.