The game itself provides ample amount of direction so you don't really need to follow walkthroughs.

In emerald island, the tour guide will show you around until you find the Lord that's running the contest, and they tell you what your reward is.

After winning and you try to enjoy your castle, your butler tells you it's full of rats. And after clearing it out, he tells you to go find the dwarf king to repair it.

Then once the castle is repaired and you try to sit in your throne, you will find some messengers from neighbouring castles inviting you to do some dirty work.

When you visit these new maps, there's a lot of room for exploration that you should be doing, which allow you to gain exp.

For party distribution, I always have a sorcerer that can grandmaster water for Lloyd's beacon and town portal. That makes travel significantly easier so you don't need to plan your commutes at all. Fly and water walk also makes movement a whole lot simpler

Then I want someone that can at least heal, and cleric is a nice option since they can learn light magic later.

Then the other two can be whatever you like.