When on the world map, press the Y button outside a town to enter a Private Action. You can talk to your characters here. Most characters will say the same thing every time you enter, but you'll also have certain events that will only occur once; I call these one-time PAs. Note that you can't do a PA in every town; Ecdart, Ionis, Tropp, Astral, and Clato (after the start of the game) don't let you do a PA. Some PAs involve conversations that will be different depending on who is in your party. Unlike SO2, there's almost no PA that requires any event to happen before you can do them.
PAs cause changes in Approval Ratings between characters, but since I have no way of checking them, I will not list them here.
CLATO - note that at some point in the game, depending on your party's composition, you will not be able to do a PA in here. I'm not sure what triggers this, though.
Iria: Around the middle of the main screen, near the mailbox.
Cius: Walking around outside
Ashlay: Walking around outside
Marvel: Under a tree
Joshua/Fear/Ronixis: In the inn
Iria/Milly: Outside near the cat (Perisie)
Tinek: On the roof of the old lady's house
Ashlay: Main screen at the lower right, talking to the weapon seller
Cius: At the left, near the inn
Fear: Lower left of the main screen
Iria: Main screen just outside of Badam's shop
Joshua WITH Ronixis (Marvel too, if you have her): Main screen at the top right; the conversation will be different if Marvel is there.
Milly: Top left of the main screen near the exit
Perisie: At the left, near the inn
Tinek: Sleeping in bed in the inn
Ashlay WITH Fear: In the bar
Ashlay without Fear: In the skill shop
Cius: At the top left of the main screen
Iria and Ronixis: At the port to the left of town
Joshua: On the main screen, walking around
Milly WITH Marvel: At the lower right of the main screen
Milly WITHOUT Marvel: At the very top of the screen to the left; you'll have a conversation about spotting her.
Marvel without Milly: ?
Perisie: At the top left of the main screen
Tinek: Sleeping inside the inn (far left of first screen)
Ashlay WITH Milly: At the top right of the port
Ashlay WITHOUT Milly: In the equipment store.
Cius WITH Milly WITHOUT Fear: At the top right of the port
Cius WITH Fear: In the bar.
Cius without Milly or Milly without Cius/Ashlay: ?
Fear: In the bar.
Iria: Walking around in the port to the right of town
Iria WITH Milly WITHOUT Cius/Ashlay: At the top right of the port
Joshua: On the main screen when you enter
Marvel: At the top right of town, talking to the painter
Perisie: At the top right of town, in cat form
Ronixis: Main screen to the left
Tinek: On the roof of the inn in werewolf form
Ashlay: Talking to Puffy in front of the inn
Cius: At the top of the arena. Talking to him starts a fight with a Velcant; whether you win or lose, the PA will end.
Fear: At the far left of the arena
Iria: At the right of the arena just above Ronixis
Joshua: At the top left of the arena; you have a conversation with him about the meaning of strength. If you have Marvel the first option will be different.
Marvel: At the top right of the arena
Milly: At the top of the arena, next to Cius
Perisie: At the bottom left of the arena
Ronixis: At the right of the arena
Tinek: On the main screen near the right, NOT sleeping! 8-)
VAN I IL
All females in your party besides Perisie: Inside the castle, take the first left and the first door you come to. I'm not sure what happens if you have only one female in your party.
Ashlay: At the bottom right of the main screen; you have a conversation about your strength.
Cius: At the top left, near the weapon shop
Perisie: At the top right of town
Ronixis: Just to the left of the door where all the females are schmoozing
Tinek: On the main screen, asleep, just left of the stairs to the castle
Ashlay: Just before the castle, to the left
Cius: In the inn
Fear: In the inn
Iria: In the inn
Joshua: In the castle; go up the first stairs, then left and up.
Marvel: Behind the weapon shop to the right of the entrance
Milly: If you got her in Sylvalant, she'll be by the inn. If not, she'll be by the item shop left of the entrance. If she's there, when you leave town you'll get a Charm.
Perisie: At the top right of town
Ronixis: In the inn
Tinek: On the roof of the item shop in werewolf form
Iria - Clato
You have a two-way choice at the start. Now enter the town. Iria will be up from your starting position; talk to her here. Now enter any house and exit. Iria will be talking to a man near the upper-left part of town. Enter and exit another house and she'll be next to a mailbox. Talk to her here and you'll see a scene involving Ronixis and Milly.
Clato - Getting Perisie
You must have Milly in your party, and the Ocarina item. Talk to the cat Milly's near and Milly will ask you what you want to name it. Now equip the Ocarina and press A and you can get Perisie to join you.
Iria or Iria/Milly - Hot
Iria is in the skill store looking at an item. If you choose (1), talk to Badam at the entrance to the skill shop to finish this PA. If you have Milly when you do this PA, the choices will be slightly different, as will the outcomes.
Iria/Cius - Hot
Right after the above PA, go outside the skill shop and talk to Cius. You'll get a choice. (1) will let Cius tell you a bit more about the race of Moore, and (2) will have no effect.
Cius - Portmis
In the bar (at the right side), Cius offers you a drink. Choosing (1) accepts and (2) refuses. Drinking and leaving makes you walk around with a music sign, indicating you're high. 8-) You can't run, either. But walk around enough and you'll get rid of the drunkenness. You can drink twice (whether you do or not makes no difference; you can just walk it off). Talking to Cius a third time will have Cius forcing the drink down Ratix's throat. The fourth time inside the bar, Cius will be getting himself into a fight with two brawlers. Choosing (1) makes Ratix try to help him, and (2) leaves him to fend for himself. But if Ratix is drunk (i.e. if he has the music note above him), he won't be able to help him anyway. Anyway, either Cius alone, or with Ratix's help, fights two pathetic Thiefs.
The first time you reach Otanim, there's a set PA. It gets dark; everything's closed, and you can't do anything but visit the inn and rest. Do so and you'll see a scene with Milly and Ronixis; at the end of it Ronixis agrees to learn magic.
Joshua - Otanim
As soon as you enter, you'll see Josh surrounded by townsfolk. You'll get a choice; choosing 1) will have Ratix say something and they'll all leave; choosing 2) will have Cius arrive and scare them all off.
Cius - Van I Il
Cius will ask to borrow 1000 Fol at the start of the PA. When you exit, he'll give you a Silver Robe, Sinclair, Zweihander, Plate Greaves, Crossbow, Plate Helm, and Knight's Shield (worth way more than 1000 Fol!)
Fear/Ashlay - Portmis
Fear and Ashlay have a small conversation in the bar.
Fear without Ashlay or Cius - Portmis
Fear meets Cius in the bar and has a row with him.
Fear - Hot
If the above PA has been done, Ratix will have a conversation with Fear that has a three-way choice.
Perisie - Portmis
To do this PA, you must have completed the Portmis Treasure Vault. Go to the entrance of the castle and talk to Perisie. Pick choice (2) to head into the castle. Enter the second room. This opens the next PA in Hot.
Perisie - Hot
To do this PA, you must have completed the above PA. Enter Badam's shop and talk to him to get the Bunny Whistle item.
Joshua - Sylvalant
Joshua has a conversation with the Palace Crest Mage in his normal spot in the castle.
Ashlay - Sylvalant
You must have high Approval Rating with Ashlay (I think) to have this PA working; you also must have gotten the two Force Swords and beaten Argassi. Meet Ashlay in a storage room in the palace to get the Dragon Summon Secret Skill.