Kind of hard for me to say much without ruining certain aspects of the game... Also, I only played the first game once, and that was a while ago, so I can't remember much, I'm afraid. ^^; But I'll try to be of some assistance.
Gremio... Well, for a handful of the Suikoden games, you'll have to get used to having a character stuck with you through much of the game. (Remember Lyon/Miakis in Suikoden V?) With the main characters always (with the exception of III) being silent protagonists, Suikoden finds a way around that by giving you a lead support character who kind of speaks for the main character, and plays an otherwise vital role in the story. In this case, Gremio is that character. I don't recall when you can start kicking him out of the party, if ever optionally, though.
Recommended characters, eh? Again, memory fails me... Flik definitely is one to keep an eye on, though, especially when you can finally start using him by your own free will. He's a pretty well-balanced character, who can cast magic and put up a good fight physically as well.
Viktor is a nice physical character pretty much all throughout the game.
He and Flik can use a combo, as well, which is quite handy.Hm. Do you have Luc yet? Absolutely amazing mage.
Pesmerga's another physical tank to keep an eye out for. (After defeating a certain vampire, go back to where you fought him, and Pesmerga should be there. I forget if there's a specific requirement to recruit him, though.)
I remember using Tengaar a bit toward the end of the game, too. Decent mage/long-range fighter type.
I can't really think of much else to suggest, since I'm unsure of where exactly you are in the game, and can't remember when you can recruit who too well. >_< However, if you don't mind a ton of text, and potential spoilers or whatever, then I can offer you my entire first playthrough of the game in text. (I'll post the link at the end of this post.) The big thing I want to emphasize, though, if you want the best ending for the game (which will enable some special things in Suikoden II when you play that), is this:
Forgive and recruit Pahn, and then keep him very well-leveled. Make sure he is a very powerful character at all times. If you haven't already passed the point, then you'll see why I say that eventually.
Link to my playthrough:
Suikoden Marathon - Part 1It's there if you want it.
By the way, I'll probably me much more helpful with Suikoden II. Hehe. ^^;