Let's begin with a simple tip to make life easier for keyboard players:
Main Screen > Settings > Gamepad (4th Icon) > Key Signal Display > Keyboard.
Secondly, bookmark this page:http://lastremnant.wikia.com/wiki/The_Last_Remnant_Wiki_-_The_Last_Remnant_Guide
I got into this game via a demo. The demo left me wanting more, and Steam had it on sale, so off I went to get it.
I'm on my second play through. The first play through was messed up beyond believe. I didn't know what was what and got stuck in a boss battle that I could not win. That bit frustrated me to no end and ♥♥♥♥ed me off greatly. I went off in search for a guide to overcome the boss battle. To my dismay, none of the guide helps as I've done something I should not have done: killing everything in sight and trying to spread the EXP love with all my party members. The end result was a severly gimped party lacking in both stats and skills.
I stopped playing for a couple of days and dived deep into the wiki. I learn the proper way to play the game, picked up a majority of the content that I just zipped past without realizing it, and focused on growing my party members the proper way. Second time around, the game was infinitely less infuriating and way more fun. The boss that I was stuck at in my first play through became a breeze, though the game did something rather nasty after that particular fight. Thank god I was somewhat prepared for it, equipped with both knowledge and power to overcome that nasty bit. The resulting satisfaction was very, very high.
From then on, the game became something I want to explore in depth. I trawled through the wiki and its discussion pages to learn more about the mechanics of the game. Although I've been vigilant in keeping track of the missable content, there are still a number of things that I inadvertently got locked out of without realizing it. I am currently one boss fight away from the end of the game and already I am laying down the foundation for my new game plus.
Despite the amazing depth of the game, or rather, due to it, the game will eat you alive if you don't know what you’re doing. The game does not make obvious certain crucial information from the get go. Playing the game with a lack of information can lead to a really bad experience, especially if you play this game the way you would a normal RPG.
With that said, the game is excellent for those wanting a good challenge. There is a vast amount of content within the game, and it should keep someone busy for the next 100-200 hours.
Update (22 Feb 2014): I've just finished my third playthrough and I'm taking a break to plan for my fourth playthrough. It seems that once you've finished the game once, you just keep going back for more. This game is one of my best investments in Steam.