The advantage to having one character with multiple classes is you actually improve each of your classes by doing this because you unlock cross class abilities.

For example, you have a bard. Bard does not have the Lancer (Dragoon) TP regeneration ability, "Invigorate". However, by leveling Lancer, you now have the potential to equip Invigorate to your bard, thus making you a better bard.

Another example is White Mage. People really appreciate a White Mage with Swiftcast. Unfortunately, Swiftcast is a Thaumaturge (Black Mage) ability. By leveling Thaumaturge, you unlock the ability for your White Mage to unlock swiftcast. This is a huge deal for White Mage, being able to swift cast Raise in a crunch.

If you're leveling Dragoon, it'd be nice to have "Second Wind", the Pugilist (Monk) HP instant regeneration ability. So, leveling Monk will give you the power to cross class it.



These are just a few of many examples. Get it?



No one is stopping you from making a second character, however, it's good to have multiple classes on one character, because it makes that single character stronger in ways.

And like mentioned, by sticking to one character you don't have to grind out the entire story all over again to get a new relic, for example. You can get them all in the same night if you wanted to on one character.

Purely your choice. I have multiple characters for fun. I only stick to my main character for everything though. I have a female character for events like the Lightning event, so that I could collect both Lightning's and Snow's gear.