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Just the thought of having to face the Holoholobird, "the Godcraft", or the Black Dragon alone makes me shiver with fear. If you're actually going to do this then good luck and be sure to tell us how far you get.
Yeah, maybe I'll try that first. With only Sagi, I have to grind like crazy, and focus heavily on defensive equips. Then I get afflicted with a disabling status effect and die a slow and painful death.
Playing with only one character is possible...but I'd sooner recommend only Milly rather than only Sagi. Milly has a wider variety of moves, requires less magic, and is normally the better fighter overall in my opinion. Good luck, buy Auras when you can.
I'd gladly tell you why Chattur'gha is your God and Ulyaoth is your country