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Does your stats Vary based on your class During level ups? (i know Hp and Mp, but will attack be different if you leveled 10 lvls as a thief, than if you had done 10 as amonk?)
Yes. There are some great charts you can look at on GameFaqs. Just use google.
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are thre anythings in the beginning of the game i should watch out for? (secrets, etc.)
I haven't played this game in a while, but the only three missable things I can think of happen later in the game.
You _must_ buy a flower from Aeris to recruit cloud.
There are two unique items you can only get by using MoveFind when fighting that ancient robot deal.
You must steal the Genji equipment from Elmdor (?) during your last fight with him. There's no other way to get it, so you might as well master Thief on some characters now.