Ok, I want to keep it simple.
the only thing u need to do, is follow the link. http://faqs.ign.com/articles/394/394610p1.html
it includes in my opinion, the BEST walkthrough ever.
-Every musou mode walkthrough
-How to unlock any stage in musou mode
-How to get every char's lvl 10 weapon
-How to get ur Bodyguards to max stats and best titles
-How to get every single special item
-The best way how to get higher lvl items and how they appear
-Info about every officer
-How to get all Endings
-How strategy affects the fighting style of any officer
I probably forgot some other things, but u should really check it out.
All of this above is searchable/findable on www.gamefaqs.com
, seriously we all can repeat that site like 1000 times. unfortunately, it doesnt tell u the harnesses. u can find the guides for these on gamefaqs also!!
have fun and good luck!