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If you don't press the cross, your character won't level, true. Some players assume that if your characters remain level 1 but raise their skills by constant use, they'll be equal to every battle--but that's a cheese tactic built on fallacy. You'll still have to face all the boss monsters, and there are plenty of set battles along the way; and in both cases, you'll be dealing with higher level monsters.
So don't neglect to make levels. As to skills, you can raise 'em both while making levels, and by constant use.
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