Locke is a must, he has a scene in Kohlingen, which you'll be getting to soon
Edgar and Sabin also have a scene in Figaro Castle
You also might want to leave a space open for someone you find to join the party
what I always do is Locke/Celes/Edgar/Sabin, get the Edgar/Sabin Scene in Figaro, then go back to Narshe, drop Sabin off, then head out for Kohlingen
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