A few comments from my point of view:
1. People tend to recommend going either physical or magical mainly with your party composition. I agree because of how armor in the game works. I have three physical damage dealers currently and one (mainly support, but a bit of damage) mage too.
2. Get hydromancy on at least one, if not more, non-mage characters. The healing spells do not scale with INT, just character and hydromancy level, so it's excellent to keep your party up. Summoning works the same way, by the way, and can provide very useful battlefield support.
3. Rouges are underpowdered, mascaras are much better.
4. Also pay attention to social skills. You should at least have one barterer in your party, and possibly one character dedicated to lucky find. I would personally also suggest your (main) character to have persuasion, if you like to roleplay.
5. OS2 makes it easy to what other games call 'cross-class'. Once you advance in levels, consider dropping 1-2 points into other 'classes' to enable massive synergies / tools (e.g. polymorph is very useful (fly, heart of iron, chamaeleon etc.), warfare for mages etc.).
6. Be aware that tanking does not work like in other games. You cannot send the plate dude in and tell him to keep enemies occupied. Every single freaking mob in this game is a battlefield tactician genius, and everything from 3 screens off will rush your squishiest character. This means that your focus should always be on offense and crowd control rather than defense. (There are a few exceptions later in game that help with 'tanking', but more in a synergistic way: leadership provides a significant aoe bonus to defenses except to the one who has it, and defensive aura is a very useful tool.)
7. You can only ever bring 3 companions with you. I'd pick the three you are most interested in roleplaying-wise and stick with them.
8. You can respec any character at any time once you progress past a certain point in the game. You do not need to reroll if you feel your character turned out 'wrong'.
