As you play the game, you gain Key Phrases to use at special points when prompted. This is how you advance the story! Keep in mind when and where you discover them, it will be helpful later!
You control all of the Kokurase gang during the game (and some others!), switching between them to accomplish special tasks assigned to them for their mission. Everyone is essential in this lovebird's story.
About halfway through the game, Genji sits down with the team and figures out a plan. You will use all you've learned up to that point to succeed. Do well, and you'll get the best ending!