Suikoden III

There are a few stars you can permanently miss out on in Chapter 5 during a part where you're controlling Geddoe, and I believe they're the only ones in the game. Without spoiling too much, it comes down to a fight or flight decision and you need to not flee regardless of how much the game makes it seem like it's not going to progress until you do.

Also prioritize Thomas's storyline as it's through it that you get your castle, and you want to give Thomas first dibs on recruitable characters as he needs them more than any of the three main PCs at first (you can't share party members between protagonists). Thomas's storyline opens up once you've completed either 1 chapter of Geddoe, 2 chapters of Chris, or 3 chapters of Hugo.