Since you’re always working against the clock, NPCs and quests that are bound to specific times can be difficult to keep track of. You can use map markers to solve this problem. I usually mark the NPC or quest location, then name it using the time I’m supposed to be there. Now if only it had an alarm of sorts.
Quests
The game does not follow traditional leveling. Lightning does not level up nor does she gain experience points. She powers up by getting stat bonuses from doing quests, so get as many as you can and accomplish them. Aside from the main story, there are two other ways to get quests: taking quests from Chocolina and by talking to NPCs. Chocolina is always near the train stations, marked by a yellow box in your map. NPCs that have quests have stars next to their names, with the number of stars indicating the difficulty of the quest.
Stock Consumables
Make sure you have a full stock of potions at the beginning of the game. As if the clock isn’t enough of an indication, Lightning Returns can be unforgiving at times. You don’t want to end up spending precious time just to use Escape to get away from combat too often.
Don’t Skip the Fights
You can run away from most of the fights in the game. I recommend that you don’t. A good number of quests require monster drops to fulfill so it’s handy to have them already by the time you talk to Chocolina.
Learn the Fights
At the start of the game you won’t have the gear, stats or abilities to overpower your enemies. Unless you don’t mind spending a lot of gil on recovery items, you’ll have to learn their strengths and weaknesses in order to take them on properly. Take the time to learn the fights and you’ll find yourself rewarded with fast kills, EP and a lot of accumulated gil.
Chronostasis
If you know you’re up for a long trek or need to conserve time then go ahead and cast chronostasis. At Normal the cost is 1 EP, which is easily recoverable as long as you’re not skipping fights.