There is so much content in this game even the events between main plot is good. Almost all the characters have their own stories and this game requires careful time management to get the most out of it, but anything you miss the first time around can be explored more easily on the New Game Plus mode, where some of your progress is carried over.
This is a heck of an RPG if you like stuff that's more story focused, and it has multiple difficulty levels in case you're not keen on combat, but if you are, the balance is done very well from what I've seen. Even rank and file enemies at my own level must be handled smartly or else they will stomp your team by strategy more than just raw power.