lopsided33, you're supposed to start with Terra. Then Ventus, then Aqua. Look on youtube for level grinding places.
I personally loved the game series. Took a while to understand everything, but it certainly was fun and informative for the series. Terra using darkness, actually being able to play as a girl in the Kh series, new special attack system, and cleared up a bit of the mystery of how Kairi and Sora retained their bodies and hearts after losing them in KH1.
All an all, a great game in my opinion.