Starting tips for new players, including items you'll want to get early on:

Classes are nothing more than starter packages of stats and equipment. You can do whatever you want with any character after you start the game and beat the Phalanx boss. If you want to roleplay the Thief though, it helps to put the first Mailbreaker item you come across in your left hand. It has an easier time doing parries, and the L1 jab is a great way to interrupt an enemy's attack.
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"I'd rather betray the world than let the world betray me." -Cao Cao
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Tell that to 'S' bonus rating of the Sticky CLB at +5 that gives a 300% boost to its attack power at high Dexterity levels. XD

Remember that unlike other weapons, the base attack varies only by a small amount for bows. Also, the added parameters get added an additional time for the arrows equipped. Thus a CLB +10 has 90 base attack, but only 'C' Strength and 'D' Dexterity boosts. The Sticky CLB +5 has an 'S' for Dexterity and a base attack of 68(or only 22 points difference). Now you add that same 'S' for Dexerity onto an Arrow, such as a Heavy Arrow with a base attack of 85(or the rare White Arrows with their 115 base attack power). THAT is where the damage difference becomes as clear as night and day.

Use a CRR/MB build and that difference is amplified even further.
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"I'd rather betray the world than let the world betray me." -Cao Cao
SRPG fan? Support Valkyria Chronicles or see an innovative gem get lost forever.

The exact number would vary by Strength, since the CLB +10 gets a 'C' boost from Strength. By the time you hit Dexterity of 30 though, the Sticky CLB +5 should be outshining anything else. Keep in mind that this is because of the 'S' boost, which only really kicks in at +5. Unlike the other ratings, there is a fair amount of differentiation between different weapon types with an 'S' boost. The Sticky CLB +5 has the highest 'S' boost in the game, IIRC.

In another example a Sharp enhanced weapon with a base attack of 128 will get +215 from Dexterity and Strength at maximum level. Meanwhile a Tearing enhanced weapon with a base attack of 101 will get +218 from Dexterity and Strength at maximum level. So even though the Tearing weapon has a lower base damage, its 'S' parameter is greater than the 'S' parameter on a Sharp weapon and thus gives a bigger boost.

Of course there is a tradeoff, while a Tearing weapon might bring a weapon's base damage up higher and deliver up to 300 bleeding damage in 60 seconds when it triggers, that weapon can no longer be enchanted by magic, IIRC. Meanwhile the Sharp weapon, with a smaller 'S' bonus CAN be enchanted. Or, get the best of both worlds and carry one of each. This is the basis for the Sharp Uchigatana along with a Tearing Uchigatana that gets used in PVP. The Sharp of course is enchanted with either Light Weapon or Cursed Weapon(depending on the stats of the user).
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"I'd rather betray the world than let the world betray me." -Cao Cao
SRPG fan? Support Valkyria Chronicles or see an innovative gem get lost forever.

The first number denotes the world, and the second the particular archstone within that world.

For the five worlds:
http://img.photobucket.com/albums/v359/mccoypauley/DSWorldswithnumbers.jpg

So for example, 2-1 would be Stonefang Tunnel from the initial archstone. 2-2 would Stonefang Tunnel starting from the Armored Spider Archstone. 2-3 would be Stonefang starting from the Flamelurker Archstone.
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"I'd rather betray the world than let the world betray me." -Cao Cao
SRPG fan? Support Valkyria Chronicles or see an innovative gem get lost forever.

Beating all the end-bosses automatically opens the end zone. So leave one end-boss alive if you want to level up some more. I tend to leave Allant, since 1-4 is super short once you kill the Blue Dragon.
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"I'd rather betray the world than let the world betray me." -Cao Cao
SRPG fan? Support Valkyria Chronicles or see an innovative gem get lost forever.