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Cecil/Rosa/Cid - Baron Castle
You will start by controlling Cecil. Shortly after the upcoming events, you will be able to control him. As soon as you get control, the phase will change. Head to the right to fight two Gargoyles. Easy battle, Cecil is already at level 30 and can pretty much defeat any enemies. Just heal when necessary. After you defeated the two Gargoyles, check a switch near the three treasure chests in the game to find a Decoy, Tent, and Phoenix Down. Head up the stairs to your right.
Continue across the wall for another battle against 3 Cockatrice and a Zu. Kill the Cockatrice first. The Zu has more HP and took two/three hits to defeat, while Cockatrice only need one. Be careful in this battle, as the Zu can attack twice in one turn. Heal yourself with White Magic, if necessary.
Continue down the stairs and save the game at the savepoint nearby.
Head out the room and head left, you will pass through the wall. Get into the tower. The chests at the first floor will contain Hermes Sandals, Hi-Potion, and Red Fang. Make sure you save the Hermes Sandals for later, it will cast Haste and you will need it for the upcoming battle. One of the chest is blocked by the stairs. To get to it, just head up the stairs and immediately back down. The chest contains Ether.
After finishing, head up the right stairs. Examine the top-right pot to find Echo Herbs. The bottom-middle pot also contains Bacchus's Wine. There are also chests here containing Heavenly Wrath and Hi-Potion.
Head up another set of stairs. You will see a girl that is supposedly being attacked by a monster. Talk to the monster for a battle against an Ogre. Just keep using physical attack, and it will go down. You also need to be careful here, as the Ogre can cause you a lot of damage. Heal when necessary.
After finishing the fight, check the chests here for Remedy and Bomb Crank. You will receive 500 Gil from the third chest. You have nothing to do anymore in the tower. Just go downstairs and exit the tower. Return to the place where you start controlling Cecil. Now, head left. As soon as you try to climb the stairs, a soldier will collaspe and immediately you will be sent to a battle against a Centaur Knight. Again, you cannot do anything except white magic and physical attack. Just attack the monster repeatedly and heal when necessary.
Head up the stairs. Go down the corridor and climb back down. You wil be stopped by Rosa, and she will join your party. (If you noticed, in the original Final Fantasy IV, this is the very place you will first meet her in-game.) Now that you have a mage with you, take advantage of it by using Rosa as your healer. She has some useful healing moves and other spells such as Protect, Hold, and Slow.
An event will occur when you exit the map. Head up and try entering the tower nearby. Cid will stop you. (This is also the spot where you first met Cid in the original Final Fantasy IV.) Cid will join your party. His skill, Analyze, is Libra without the MP spend; while Risk Strike is a powerful attack with low accuracy.
Now that you have Cid, enter the door where Cid came from to find a savepoint. Save here, as you will need it. Then, climb up the stairs. After a short event, you will get into three-in a row battle.
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The first battle will not be a problem. Attack using Cecil and Cid while Rosa heals when their HP gets low.
The second battle is one that will cause you some trouble. You will fight against some enemies and an Ahriman. Immediately when the battle began, Ahriman will cast Doom on one member of your party. Start first by attacking the spirits using Cecil, as they are weak to light. After you killed them, focus attacking on Ahriman. Cast Cover on Rosa if you needed to, and have Cid use Risk Strike occasionally against Ahriman. After a short while, you will defeat it. Get ready for another battle.
The next battle will have you fighting against Strato Avis, a stronger version of Zu; with three Cockatrices. As always, kill the Cockatrice first; then attack Strato Avis. Be careful, it attacks twice each turn and deals more higher damage compared to a Zu. Eventually, you will defeat it. There will be another event, Cid and Rosa will end up leaving your party. Get ready, as Cecil, to fight Bahamut.
This is a battle you cannot win. Just keep attacking it, and eventually a countdown will start. You cannot do anything with that. Just attack or defend and eventually the Bahamut will use Megaflare, ending the battle. The scene will then shift back to Ceodore and you will regain control of him.