In this game, there are scenarios that you cannot reach on your first playthrough.
One portion of the choices needed to diverge into other places are "Sealed".
For example, let's say you want to play through Nami's route.
The section where Nami is the main character (Nami's route), is playable right from the beginning but,
if you don't remove the "Seals", you won't be able to pick the choices that lead you to a Happy End,
and you'll be forced to have a Bad End.
If you want to see the Happy End, you have to remove the Seal (in most cases this requires you to see the ending of another character)
and then once again, try to play through Nami's route.
Truthfully, playing the same route over another time can be annoying.
If that is the case, then rather than putting priority on your favorite characters,
I think it's more effective to start by going through the routes of characters without Seals (which are Migiwa and Yasumi).
After you Migiwa and Yasumi's routes, Kaya's route will be unlocked.
After going through Kaya's route, the Seals on Nami and Kohaku's routes will be unlocked.
Following that, you can go through Nami or Kohaku's route...
I think it will be easier that way.
After you see both Nami and Kohaku's Happy Endings, then you will be able to play the "Grand Route".
Here, all 5 of the heroines work together with Syouko in order to discover the real truth behind what happened.
It also contains the True Ending to the game.
Since you went all this way to play this game, this is a scenario that you really should see.
For Migiwa and Kohaku's routes, if you pick the appropriate choices, you should have no problems reaching the Happy End.
However, for Yasumi, Kaya, and Nami's routes, there are other conditions.
Yasumi, Kaya, and Nami's routes have the concept of "Affection Points".
During the game, if you don't pick a number of prescribed choices which will increase their affection for you, the Happy End won't be possible (It's up to you at which points you want to increase the affection)
If you just intuitively pick a choice, it shouldn't be a problem, but if you want to collect all the Normal and Bad Ends, then there are times when you should keep a delicate balance of affection.
Since there are a lot of choices (especially for Yasumi) which affect affection points, I won't list them here.
Though, if you want to reach a specific ending, you can check at the FAQ.