Go outside the town walls of the space station and to towns. Go out and fight some monsters until you run out of magic, then go back to the house south of yours. There is a woman who will heal you. Keep repeating this until you reach the desired level.
In Phantasy Star 3, there is a secret to having a slightly higher attack. Only buy hunting armor. Equip the knife. Go to the town just above the boat leading to the sapphire cave and buy one hunting knife. Then collect money enough to buy a helmet and another hunting knife. You will end up with 6 more attack power and 2 more speed, but unfortunately 10 less defense.
You can get more characters as you visit new towns. Every time you visit a new town, go back to Paeso then enter your house. Check to see if a new companion is there. Select "Recognize" to put them in your team.
When you get to Dr. Mad, always say "No" to him or he kills Mayu permanently. If this happens, turn off the Game Boy Advance and back on. The Here way to his lab is as follows. Walk up and turn left when it appears. Keep walking. Ignore the first cross and keep walking. Next, turn right around a corner, then left. Walk forward and there will be a door. Open it, walk forward, and turn right. Keep walking forward until you reach a corner, then turn left and walk up the stairs.
To cross the river, go to the space station and go all the way to the left, then down to a circular object. Go on top of it. It will send you to a cave. Go through it and you will end up in town with more areas to explore in Episode 1.
To have a faster trip while traveling from planet to planet, press A when you see the ship flying. The game will skip through the flying scene.
When it is time to run after getting out of a battle, wait for two seconds. If you go immediately, you will almost always run into another monster two or three spaces away.
To get to Episodes 2 or 3, press Up or Down when the picture of Phansty Star appears on your control panel.