Upon completing the game you will be given a choice to save. Doing so and loading this data will result in starting a New Game+, a new game with all of your previous money, items, equipment( not the runes), skills, and other small things.
Skipping Cutscenes
Use start to skip the cutscenes Complete the game once.
Suikoden 4 References
When you start a new game you will be asked to load Suikoden 4 data. Doing so will make a couple of lines in the game change. Also, this is the only way to aquire two additional characters later in the game.
Unlock special characters
First, complete Suikoden 4, and make sure to collect ALL 108 stars of destiny. After clearing the game and saving, start a new game for Suikoden Tactics. When it asks, load up the Suikoden 4 clear data.
Hero4: Right before the event at the Laboratory on Kooluk continent, go back to the Island Nations and go to Obel. Speak to Lino under "Gossip", then go to the deserted island, go to the coast, and help Hero4 defeat a few monsters. He'll then join (wielding the name you gave him in Suikoden 4).
Snowe: After recruiting Hero4, go to Razril, talk to the little boy under "Gossip", then help Snowe fight furballs in the back alley. He'll join after the battle.