After completing the final mission in Chapter 8 and saving your game, load that save file to begin a new playthrough. Everything from your previous playthrough will carry over, including the events and people you’ve talked with. On a second playthrough, these people will have a tick mark over their heads, meaning talking with them again will not take up free time, allowing you to view more events.
Also, a second playthrough will reward you with more missions throughout the various chapters, where you will get a choice between two options when doing the final mission in a chapter. These are marked with a (NG+) in the table of contents (it’s usually the last mission listed for each chapter).
In addition to the above, you also unlock Finis difficulty, which is the hardest one in the game. Choosing this difficulty has a few stipulations to it, with the first being that enemies are 50 levels above their Cadet/Officer ones. What’s more is that you are only able to bring a single character into any given mission, with no backup and no reserves, so you’re basically soloing missions (with a few exceptions). One last thing added to Finis is that all enemies are in Rage status, which basically makes them fast and strong. This is a real challenge and only for the hardcore players!