Just started this game yesterday with Dolphin (game looks good in 1080p!). I've played 1 hour and did a few things in the Colony and accepted quests like crazy. I saw that I should just accept them and do them if I can.
Any other tips for the beginning other than not selling things, using many characters and so on? How should I skill? D:
Do not fret about all the tips in the OP at all.
You won't have access to party selection until like 10-15 hours in, and even then you don't need to concern that much about affinity unless going for completist run(which I recommend avoiding in a first play as it WILL sour you on the game hard). By that point swapping about your team does help stave off repetition as each character plays so uniquely. Playing the entire game as Shulk will get tiring.
I highly recommend regularly managing your inventory upkeep!! You get constant drops from enemies that selling gear you won't equip will serve to not irritate you later on when your bags are loaded with crap. You will find yourself constantly getting better stuff anyway just from playing and killing, so always sell stuff you aren't equipping to keep that inventory screen clean. Oh and don't bother buying new gear from vendors, again you get better stuff from enemies/quests anyway. Plus it's fun to see your armor constantly evolving.
The OP only warned about not selling 'other' stuff, to avoid pawning quest line turn-ins and such, but equipment is safe to sell and highly recommended. Only if you get into the trading aspect with NPC's should you need to hold onto equipment, but no need for that really unless using a guide to find a particular item, which...well this is post-game or completist stuff you needn't concern with.
So yea, the OP has good tips, but It's best to just relax and enjoy the game. There is no real hang-ups to consider, other than sidequests can get Grindy and will overpower you making the game feel tedious in combat rather than thrilling. So just do what sounds interesting, explore occasionally and dont be a completist on a first play.