I am new to this game (if you can believe it) but I must be missing something..Just seem to keep battling and slashing and moving forward on the grid aimlessly...Is there a method to strengthenly the charcters? Why do you loose a turn in battle when you try to change the weapons to suit the foe you are fighting? Any help is much appreciated.

You know about the sphere grid, right?

And weapon changing takes a turn just like any other tactical move. Why wouldn't it?

just take a good look at the skills and stats and find out wich ones u really want and fallow that path, u may have to use lvl sphers to get the skills u want