This is just a mini guide to get your feet off the ground. It will orient you to some aspects of the game, and may eventually become very long down the road. If you need a full walkthrough for the entire game, please consult Gamefaqs. Below is a guide for the Japanese version of the game. Some names have been changed since the release.
Your First Steps On Earth
As you start the game, you choose your character, depending on which race you choose, you will start at a different location, but will meet up with Sarisa if your a Cast, Kai if your a human, or Reve if your a newman. You'll then be whisked away to Dairon city.
In this guide I chose a Human character to start with,
if you chose another race your story will vary.
A grizzly man is the perfect type to sell you weapons.
The Item Shop owner, you can tell she's good with her hands.
Within the city, walk a bit forward passing the purple cast named Ohyo. To your left you should see see two large wagon carts. The first wagon cart is teal/green with a lady in pink in front of it. This is the アイテムショップ (Item Shop). The second wagon on the left is red, a bearded man in a cowboy hat is standing in front of it. This is the ウェポンショップ (Weapon Shop). On the opposite side of the wagon is a purple teepee with a midget cast in front of it, this is the Custom Shop.
No she's not Sailor Moon, but she will help store your personal items.
If you go inside the building in front of you, some dialogue may appear, you will also see a human named Grey wearing a cowboy outfit towards your left. A little ways behind him is a lady in blonde, she will be your Personal Counter where you can store your items and meseta. The bottom option in the personal counter menu is your Player Record, which keeps track of the enemies you defeated and other useless information. On the right side of this area you can talk to Lindo, a purple cast with big breasts.
Walk over to the door to the right near Lindo and you will meet Dairon of Dairon City! After some dialogue with Kai, Dairon, and Grey, walk back towards the Personal Counter but instead click on the lady next to her with brown/green hair.
Select the second option to start a quest at the Quest Counter
This is the Quest Counter. From here on out you will receive your quests here. Select the second option to start your first mission. It will first show you the difficulty which is on Normal, now select again and a map will show up. (Depending on what race you are the first mission will vary in location). You'll see the top two options grayed out when you are currently in a mission. Make sure you exit the counter, do not reselect the quest menu, or else she will ask if you want to forfeit the quest.
On the bottom screen of the DS you will see a blue dot. Walk towards that blue dot to the room in front of you. Head over to the center of this room to start your first mission, and Enjoy Your Game!
After the completion of the main game you will be able to select hard mode. While in hard mode you can optionally complete the Eternal Tower, a very massive tower with 101 floors. There is a boss battle on every 10th floor, including the last 101th floor. It can take 6-10 hours to complete. After playing all missions on hard mode including Eternal Tower on the same character, you can unlock super hard mode.
Photon arts is a concept carried over from Phantasy Star Universe. With Photon Arts you can unleash a custom powerful attack that will hit multiple enemies or multiple times. All photon arts are new but only one has been carried over from PSU, the famously annoying Tornado Dance as a Double Saber Photon Art.
When you first start the game, your weapon will not have a Photon Art. Fear not, unlike PSU, weapons that drop have photon arts already attached! You can check if a weapon has a Photon Art by pressing Start, click the first menu called アイテム (Item), scroll to the weapons page, then press the L or R buttons until the right sidebar is on page 3. The top entry lists your エレメント (Element) and below it lists your フォトンアーツ (Photon Art). Press Start again to exit the menu.
To perform a Photon Art, hold down one of the attack buttons until a puff of smoke appears from the weapon. Release the button and your photon art will be unleashed. If you don't have enough PP, the photon art will not perform. Use モノフルイド (monofluid) in your Items menu to regain PP.
Returning in Phantasy Star Zero yet again is the ever so popular techniques. These "magic" type actions can heal, buff, or attack. Techniques are available only to humans and newmans. Hunters and Rangers only have access to a limited amount of techniques and can use them up to level 10. Force based classes have no limitations with techniques and can use them up to level 15. To learn which techniques each class can learn, consult the classes guide.
Alresta can heal players nearby, but where is everyone?
Techniques are subdivided into two types, normal and charged. For example using レスタ (Resta), a normal healing technique will heal your character only. If you charge resta by holding it down, a puff of smoke will appear. As you release the button, you will deliver アルレスタ (Alresta) to everyone nearby and heal them also.
You learn techniques by using them in your items menu. On your first mission you may find a Resta disk. Press Start, click on アイテム (Item) and scroll right to the last page. You should see Techniques and their LV (Level) listed there if you picked them up. Click on the technique disk to learn them.
You can add レスタ (Resta) or any other technique to your Action Pallete by pressing Start, then select the third option パレット (Pallete), select which entry you would like to edit, and scroll down until you see the Resta icon which looks like a thick green plus sign. Press Start again to exit the menu.
Rare Blocks and Enemies
While playing the game you may encounter rare blocks. These rare blocks hold interesting things like a Rappy Nest, an Arena, or even the Naura Cake Shop. As you enter these rare blocks you can earn titles which gives you special prizes.