Everytime you die, you can use the "essence" you get to level up your HP and unlock new skills.
1. I rush levelling up Sakura (pink girl) and Estelle (white girl). Sakura is the only tank in game, and Estelle is the only healer. Sakura has a skill where she can force enemies to attack her, Estelle has a skill where she can heal your characters.
2. I think the most broken buff so far in game, is Astrid's (purple girl) "disarm?" buff. It basically is an attack that does miniscule damage but forces the enemy to use a support/heal skill so they can't attack you.
3. As far as DPS, I mainly use Aria (red girl) and let the other girls support her. She has a buff move called "Hyperspeed Slice" which allows you to move twice in a row. If you pair that with a heavy hitting attack that you can unlock for her, she can deal massive damage.