Your hero counts as a mercenary slot but has higher stats than the rest of them. Your hero's weapon choices are limited to Sword, Spear, Axe, Bow, Cannon, Gun, and Staff. I might be missing 1 but I think thats it. Each type of hero (melee, range, magic) has a unique skill restricted to hero characters. They all share the characteristic of dealing a fair amount of damage to all targets. When all 3 types of heroes come together in a battle, they can perform a unqiue hero combo by using all theirs in the correct order (range, melee, then magic). This is one of several types of combo magics available in the game. All but 1 or 2 are very useful in nearly any situation. The added effects of combos are very powerful and often lasts for several turns.

Quests more or less introduce the entire game to you slowly. Some things such as combat and obtaining items you learn early on while things like gifting and mentoring you don't learn about until level 30.

You start off with only 4 types of mercenaries available. These are Swordsman, Spearman, Archer, and Gunner. You will eventually unlock Shaman (Level 10), Monk (Level 18 Quest, first Shadow Dungeon), Viking (Level 20 Quest), Artilleryman, Beast Master (Level 44Quest), Witch (Level 51 Quest), Exorcist, Princess, Prophet, Inventor, Oracle, Lady Knight, Spartan, and a few others. Many of them require completion of a Shadow Dungeon to unlock. There are numerous types of mercenaries. You can store some in your mercenary storage if you have slots opened (Item Mall or Treasure Map item). It allows for a nice variety of combinations and different strategies. All of the mercenaries obtained from quests at Level 40 and on have higher stats but are more difficult to level and can only be obtained from quests.

Shadow Dungeons are very difficult dungeons meant for parties. It pits the group against multiple enemies and enemies will reinforce each other to fight against the player so you will often find yourself fighting 20-27 enemies at a time. Shadow Dungeons are often required to unlock a mercenary and for obtaining crystals to rank up those mercenaries as well. They can more or less be ignored though.

Will is very important in the game. It slowly regenerates and is required for many things. You need it to use many items and to travel quickly through towns using Travel Agencies in town or the Teleport License. The will requirements for many things (except item use) goes down as you level up and from Level 50 and on, your max will goes up by 1 every 2 levels.