To get the good ending: do all the gaiden chapters (look up the requirements if you want to), don't break any of the legendary weapons until you get to chapter 23, and for the best ending get the finishing blow on the final boss with the sealed sword.
As for advice, mostly just what other people said. Watch out for ambush spawns, hit rates are lower than fe7, you fight a lot of wyverns so it's a good idea to train magic or bow users, and if you're playing normal mode you should be fine using whoever you want but I'd recommend using Alan/Lance and Rutger. If you ever decide to try fe6 on hard mode, you should know that enemies in the first 7 or so chapters will have very high stats for that point in the game so don't be afraid to use Marcus.