I'm about level 20 and finished chapter 5, which to me seems like where the game really picks up. I've done a good amount of exploring around the three mainland continents. Haven't even touched cauldros, and barely anywhere in sylvalum.
As far as gathering missions go, I generally wait until I have all of the materials before accepting them like GameXplain or Chuggaaconroy said.
Around Chapter 5 but I FRICKIN' STARTED IT WITHOUT REALIZING ALL THE ENEMIES WERE LEVEL 20 AND I'M JUST A LEVEL 14 SO I'VE BEEN GRINDING AND IT'S REALLY FRICKIN' HARD WITHOUT AFFINITY MISSIONS.
Just go explore continents and pick up missions around there. You can explore a decent chunk of Noctilum fine, Sylvalum is a bit pushy. You'll probably need to be at least 18 before tackling that chapter. I like to hammer out all affinity missions I can before accepting a chapter mission.
On another note, is everyone feeling like they have piles of miranium just coming in? Cause I'm always hitting my 15000 max every 40 minutes or so, and I've mostly just been dumping them into AMs, even though I should make weapon augments.
Can't decide if Commander Vandham or Linly is my favorite character. Partly because I accidently choose the hilarious skell option at the start of game.