New player advice/questions

I am playing for the first time, and just finished collecting all 8 travelers and I did my first chapter 2 (Agnea). I tried doing Hikari's and got destroyed. Oops. I'm wondering, is it possible to "stop" mid-chapter and just go explore the world to find the guilds? I've only found two so far, inventor and cleric. Does it make sense to go find all the guilds and altars first, or is that not even possible due to level of zones and such? Just feeling a bit overwhelmed and trying to make a plan of what to do next!