When it comes to your first time playing in RPGs, taking your time is the best method. Take time to explore each area to discover hidden items while at the same time, fighting every random battle you can. This will help you find good equipment and building exp/ap to use to level up your characters. This way, when boss fights do come, everyone will have the better stats to fight.
As for FFX itself, there are lots of opportunities for grinding levels. It may not seem necessary in the early game, but the difficulty scale rises sharply once you get 60-70% into the game. Make sure everyone does something in every battle if you can. This will not take away points from others while making sure everyone gets AP to gain more SP.
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