Heh, well I shall attempt to clarify on some of these. I know this may be a bit of bother, but could you link me to a specific video and approximately say time wise where the noises appear? That way I could clear up some of those issue. It may be the use of a magic disc, or even a critical strike. So I shall try to help if you have a specific video in mind.
As to the Story mode character selection. Yes, it is a cursor of sorts. It is Sam's gauntlet that moves over the characters. The sound indicates when you move onto a new character. However, a firm D pad press should really be enough. It appears to be difficult to overshoot lest you hold it down or merely tap it lightly. But bear in mind there is a large border around the entire character list for unlock able characters. Also, I ought to have noted that once saved and quit out, when you next return to the character select screen-- the cursor shall start over the last character you used. You also have a create save data or load save data before actually accessing the character select screen, incase that was throwing you off.
Once you have highlighted a character and pressed X and there shall then be the option of Continue (top) or Start (bottom). Continue is self explanatory, Start resets that character to Level 1. After you have selected one of those two, you shall move on to a line for your choice of difficulty. Beginner being to the far left, followed by Easy, then Normal-- which is where the cursor starts, but on following playthroughs it shall be on your last choice for that specific character. For instance, if you chose Kaede on Normal difficulty and finished her story. When continuing her tale-- it would start or normal; whereas were you to start a new tale with say Sam but on beginner, the when you next returned to him it would still be on that difficulty. Of course, it can be changed mid story after selecting continue. So if you wanted to change Sam from beginner to Normal half way through, then you could. Anyway, to the right of Normal is Hard and finally Expert is to the far right. The cursor starts on the Normal setting when you begin. After that you have a rather lengthy loading screen. Then you arrive at the character upgrade screen which has a total of five tabs.
Starting from the top and working down: Enhance-- use collected orbs to power up your character. When this tab is highlighted and X is pressed it shall start on Attack; one below that and you reach Defence; another below that and you reach Magic. Each area can be upgraded to a max level of four. But this takes a few story completions with that specific character in order to Max them out. To upgrade highlight any of those 3 and then hold X to power up. The usual Onimusha upgrade sound shall play, the sort of high pitched whistle, that you shall no doubt be familiar with.
One down from the Enhance tab: Weapons-- these can be obtained by completing certain objectives (such as completing the phantom realms, buying from the merchant for a high number of Victory souls or locating them within the two secret cache's that are in two of the stages.
One down from the Weapons tab: Items-- Meds and special equipment is stored here. You shall start on the Equip section and can scroll down with the D pad, pressing right on the D pad shall take you to the items section. Equip is an area for special accessories that assist your characters. Such as a necklace that can prevent you from being disarmed, among others. But these take a while to obtain. The items section contains Medicines, Power Jewels etc that you have earned. Which you can use to heal your character, unfortunately only after a stage has been completed, not mid battle.
Next down is the Save tab. Simply press X and then you shall have YES and NO. Pretty self explanatory. You shall have the usual press X to overwrite, triangle to quit and so on.
Finally, you reach the Next tab. This is basically continue on with the tale and move onto the next chapter. This is the only one you need to bother with after beginning a Story with a new character, considering you have no souls, items, weapon and such when starting out. So you can basically push up once from the start of the menu to go from the top to bottom. After this is clicked you shall hear a noise which merely displays the stage screen. Once that occurs you shall encounter a small scene portraying what the characters are up to. One seems to happen every four stages or so. Heh, unfortunately a lot of the voice acting is rather embarrassing (similar to much of Onimusha 2 in that respect.) Anyway, after this scene a small loading screen shall appear and then your character will begin the stage with an often cheesy line, which signals your time to fight.
Now, the Tutorial I am none too sure as to what you gain from it overall. There seems to be a point system on how quickly you finish each section. Which may mean earning an item or two by getting a certain score. Heh, it is lengthy so here it is in full.
There are four tabs. R1 and L1 cycle between them, starting on one obviously and hitting R1 to move to two. After selecting each section and choosing a request your eceive a small demo. Press X to try it yourself.
One is as follows, from top to bottom:
Move, hold the D Pad either left or right; Change Levels, tap up on the D pad twice; Jump, tap X or hold up on the D pad; Dash, double tap left or right on the D pad; Ready, hold R1 for the usual Onimusha lock on battle stance; Circle, circle your foe. Lock on with R1 and press either right or left on the D pad.
Tab two:
Attack, hit square to damage your foe; Combo attack, hit square repeatedly and swiftly for a combo; Block, usual Onimusha fare here, simply hold L1. Charge, same as Onimusha 2 and 3, hold the square button to charge your weapon for an attack boost; Kick, press triangle.
Tab three:
Hadoken, same as the charge but it throws it across the screen. Simply hold forward on the D Pad while holding square, release square to send this attack off; Shoryuken, press square and up for an upwards slash; Criticals, these are a damn bitch to pull off in this game. All about timing, not much advice I can give here there is a timer that starts on 3 and works down. I have only managed it once in the tutorial, despite being rather good with them in the other Onimusha's; Critical Counter, essentially the deflect critical. Tap L1 to parry an attack --with precise timing-- and then hit square. These are easier, but not by much.
Finally, Tab four:
Absorb Souls, pretty self explanatory- hold circle; Critical dodge, helpful for when your being harassed. Your character emits a shield that repels your enemies for a second or two giving you breathing space, press L1 and triangle; Use magic orbs, hold circle to absorb a magic orb and then use R1 and triangle to perform a magic attack. This may help familiarize yourself with the sound magic orbs make once absorbed; Get items, pick up an item with square, use R2 to discard it; Use items, press square to use it instead of discarding it; Leg Chopper, press down and square to trip your opponent; Disarm, while locked on with R1 press triangle (when you have no magic orb) and you shall disarm your opponent; Finisher, jump and press down and square mid air to perform a downwards stab on a downed foe.
A rather large post there, my apologies. Hopefully it shall have the main bases covered and I can help you with the smaller details. Feel free to give me a shout if your require any more assistance~ Mask