Not much to say when you first begin. You should pick up most of the strategies you need to succeed as you play. Just take a look at the bosses on the wiki before you fight them and try to exploit their weaknesses.
For when you can start choosing who to bring with you into the labyrinth, I would suggest you have
1-2 Tanks + 1-2 Healers
At least one DEF nuker and one MND nuker, and someone who can effectively pierce defenses (Patchy, for most of the game)
Some buffers, chosen depending on the rest of your party makeup.