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There are also quests that can be missed that provide Academic Points; the higher your AP, the more bonuses you unlock. As well as quests that have to be completed a certain way to get the max-possible AP.
The most important are the Red Moon books, which ultimately give you the ability to get the ultimate weapon for a character of your choosing. There are 2 others you can get per playthrough, but 1 of those is ALSO missable.
You can also miss maybe 30% of the side quests in the game.
I remembered i missed something similar, maybe an ultimate weapon too in trails in the sky.
I was like >:( !!!!!!!!!!!!!!!!!!!!
In NG+ you can also exchange 75 U-Materials for one Zemurian Ore Shard.
Aside from that, you also need to complete monster guide, recipes, and character notes for the achievements.
I missed a few chapters of the Red Moon series, and I was able to buy the ones that I missed later on.
I think the items are random, but if you've missed something, it'll appear at the pawn shop eventually.
I already screwed up my chapter rankings.
I was awarded S rank on chapter 1 and 2, but chapter 3, A rank...
The general rule in Trails games is "whenever something happnes, talk to every single NPC you can - twice." This obviously does not appeal to all people (even people who love the Trails games). Though if a quick check on a guide at the beginning of a chapter does not appeal to you ("Talk to this person after X, talk to this person before Y," etc.), none of the things you would miss are required anyway. Almost all of them are along the lines of a nice quartz or a decent accessory and as has been noted, you have access to the makings of 3 ultimate weapons in a first run (one of which is hard to miss). Even so, you don't need them; this game ain't that hard.
Basically, If you're cool with missing stuff just playthrough at your pace and have fun. If you're not, channel some OCD or cozy up to a guide. If you're not keen to either of those things, well... Cold Steel may be a problem.
I'd say the worst offender is the midterms, since to get full AP you not only need to answer all the questions right, but must also speak to all the right NPCs/read certain books.
Some of this stuff is out of the way so no shame in not getting it on the first run... Unless of course you are seriously obsessive. =)
If you want all the NG+ stuff you'll need to clear it at least three times anyways. That gives you plenty of runs to do a 100% compete run.
This is a pretty dcent spoiler light guide:
https://psnprofiles.com/guide/3724-the-legend-of-heroes-trails-of-cold-steel-overall-walkthrough#Notes
I also only got 2 sets of things for Zemurian Ore. :(
But Final Chapter now so curious to see how it wraps-up.
@Zivi: I thought I could rerun a 2nd time to get everything, why 3?