Atmas can be farmed with any Zenith weapon. Alex can be farmed from maps with any weapon, or from Fates with any Animus weapon or above, once you complete the relevant quests the first time. Books can be completed in any order but you need to have the relevant Atma weapon equipped. And the Braves items can be farmed on any class once you've picked up the quest.

What people will typically do is complete Atma books on a second or third class while farming the dungeons for Braves items. In the meantime you can carry on buying maps with soldiery and collecting alex.