Train ALL the time! You'll really need it for the battles of this game. (Enemies scale to your level, so don't over-do it in the first couple chapters).
Recruit! Whether it's beasts or humans, you'll spread out the XP maintaining a level suited for early chapters, you'll receive additional equipment for goth or evening out the random encounters, and you can auction beasts for goth, food (which gives you TP and a permanent stat boost), and base ingredients. Don't forget to purchase them after the auction.
Only train one new class at a time, as it's much easier.
Craft as much as possible, AND SAVE prior to doing so. It's faster to load your game than to re-craft base items AND it saves you on goth.
If a battle is too difficult, then keep trying it with different strategies and battle parties.
Weapons with a holy or divine element are also extremely effective against the undead, and in some cases may be enough to deal a one-hit kill. As such, Baldur weapons are extremely effective against undead.
Healing spells are capable of dealing damage to the undead, so use those clerics!
Magic is only as effective as the unit using it, so if a magic user has a low magic attack attribute, which is quite unusual, it's best to convert them to a melee class such as a knight.
It's possible to turn Denam into a unit that excels in both melee and magic by changing him into the Lordclass which is the only job class, besides a templar or Knight Commander (one of which is unobtainable and the other is only obtainable under certain circumstances, respectively), that can effectively wield blade and magic with equal skill.
If you are experiencing difficulty early in the game, a team consisting primarily of archers will make quick work of opposition. Be warned though that this may detract from the enjoyment of this game's challenge.
Be sure to utilize the ninja's dual wield ability.