So I recently got this game on Tuesday, and so far it's epic. But I have some lingering questions.... When is a good time to do the prologues? I'm at chapter 6.

Whenever you feel like it. Just try them out, you don't lose anything from doing them. Also depends on your difficulty.

Yeah, they never disappear, so you can take your time with them. They tend to be a little harder than the main storyline, so you may want to wait a mission or two before attempting depending on what difficulty level you're playing on. Won't give you any spoilers, but after Chapter 13, many new paralogues may open up depending on your support levels. These ones can be especially difficult right away and you may have to grind a bit first.

Glad you like it. It was my 2013 GOTY.

Is it ok to never level up one or two of your characters?

Btw I'm playing in Casual Normal.

In casual mode I would say so. There is a maximum number of people that you can take into any one battle and its never more than around 16, so you could easily leave a couple of characters and never use them. Classic is different because (assuming you're not playing that mode like a newb and resetting whenever someone dies [that's what casual mode is for]) you may get to the point where you need to use that character if many of your others are dead, and having a level 1 on chapter 20 wont help at all.

I never liked using Sully, Virion , or Miriel.

well on casual you can go for it in reckless way while sacrificing everyone to protect the main units so you can pull off the craziest strategies that people who play on classic can't! XD
but classic is more brain teasing so I like it better

I'm planning to marry Cordellia.

Idk if I should train Donnel anymore. He's still level 2 and is a pain to train.

Do it. Pair him up with kellam or something to boost his defence and give him a glass spear, if you have one. He can easily be you best unit with ridiculously high speed and accuracy AND strength. It is worth it.

My first playthrough I was on Normal/Classic and I think I only ever had a couple characters I used. Most I just didn't level and had a couple over-levelled characters that solo-ed levels.

Chrome and Sumia are almost a couple.

Do you mean the Paralogues? Yeah...I was wondering that too, but you can do them anytime. I ended up doing most of them pretty late. They tend to be pretty tough in a game that's already tough.

When should I use the Master Seal? And which advance class is better, Dark Flier or Falcon Knight?

Now, I'm not going to tell you what to do. Experiment and find out for yourself! And you have no excuses, you're playing on Normal/Casual.

Ideally, use Master Seals when the level is maxed... But on Casual/Normal, it's not too big a deal whether you max stats. You can be quite flex with strategy.

I'd recommend Dark Flier as you'll get a very nice Skill from that class.

Donnel at first is the worst character but its stats grow almost exponentially if you train him enough he'll almost definitely be your best unit!

I'd recommend keeping the master seal until around level 15 or more(preferably 20)
and Dark Flier because it's cooler! XD

When I should I marry too? I got Cordelia and I to A Support and Chrom and Sumia to a Support. What stresses me out is the limited party space.