A Glorious way to Die.. that is Valkyrie Profile
Gameplay is amazing, though quite different and somehow gloomy, because the characters need to die first before you can recruit them in you're party.
controls are quite simple as well but might confuse beginners, story is.. uhm well it's about a lady who died and became a death goddess and yeah.. sending characters to Lord Odin to fight the evil.
well like a mentioned, your job is to train you characters and send them up to your "big boss" so basically you're a "level me up and ill be strong" type of player, this is not for you.. and you'll find yourself sending one of you're best characters to heaven if you're "boss" wants to.
but overall, with the said "Uniqueness" of the game, its immersive and compelling because of the fact that you feel like the world's (not to mention the "other' world's) future depends on how you play the game.
again, you may not to be attached to your characters because you really need to send them up if you want a good ending, after all, sending one your best minion comes with great rewards like items,weapons and stuff..
the summarize, if you are a standard hack-slash RPG fan this is not for you, but if you want to play a game that will leave you wondering "what the hell! i just played the best game on psp" then you got to try this game.