Phoenix Downs are important. Keep a balanced party (Two ranged units. Two to three fontline/tanks. One white or black mage, etc). Obviously strategize and adapt to the environment, and know when to let another person level.

 

Final Fantasy Tactics is a funny game because it has inertia for getting broken...later in the game you'll crush everything but at the beginning you need to be careful. Experience and JP are critical to start with and something important which you may overlook is that EVERY turn counts. Plan your strategy to get as much XP/JP as possible - remember attacking your own characters (non-lethal) still gets you XP (as does healing). Maximise your XP/JP haul by stringing out battles leaving only one enemy alive and attacking then healing your own party.