Does it really not dawn on people to just -avoid- fights they cannot win? The whole point of Grey's opening quest is to -not- fight the dinosaurs, it's supposed to be a lesson on avoiding combat to not raise your event rank, in addition to giving you the feel of being in a world bigger then yourself.
Quitting this wonderful game because of that...it makes me a little sad. Romancing SaGa is one of the best PS2 RPG's out there IMO, up there with SMT, Suikoden, and DQ8 easily. The world is just so wonderful, and the gameplay is really fun when you get used to it. I'd encourage anyone who quit over the dinosaurs to play again, either as a different character or just not aggroing the dinosaurs (It's not like they even pay attention to you if you don't run up and attack them.)
I'm going to ask my question again, because I would really love an answer. Who is the best character to start with in this game?
Albert and Claudia are the best to start with. Albert gives you a lot of direction in the beginning, and starts you off at the lowest event rank so you have access to the most possible quests. He also gives you fairly early access to money, a couple of powerful characters in the snow country, and you have a better idea of what you're doing. He also gives you the most backstory on what's happening at the Isthmus throughout the game. His only big drawback is being unable to recruit Diana, who is a very strong early character; I think he also is unable to get some items from Isthmus castle, but it's been a long time since I've played and I'm unsure of this point. Claudia, as has been pointed out already, gives you a very strong opening party and lets you get used to combat at a bit better of a pace, but she really restricts your ability to explore early and build teams. Claudia is also the best character in the game statistically, for what it's worth.