I loved Theatrhythm, but I've been hesitant to play this one. I got tired of just running through the same songs over and over again (unless I wanted to buy the DLC, of course!) without any sense of continual progression. I know you said they improved that, but in what way?
For starters, there's over 220 songs. I've been playing for over 12 hours and haven't even seen half of them.
Did you play it before on iOS or 3DS? The iOS version of the first game implemented a quest system, which carried over to Curtain Call. It's pretty cool, allowing the player to progress through a short/medium/long series of songs with branching paths and unique rewards. Even includes boss fights. This is where I've spent the bulk of my time.
Where the previous version simply gave you seemingly useless skills as you leveled up, this version allows you to manually assign skills for each party member. These skills can give significant benefits, and the right mix can make or break the higher level quests. You can also use the cards you collect to level up specific stats. I haven't delved into this at all, but have heard it can make a big difference as well.
The lower levels still feel kinda the same as before, as you typically won't need the skills to get through a song or quest. When you start getting to the high level (i.e. Ultimate Score) stuff, however, they become something you can't really ignore if you want to survive.
Hope that helps...ping me with any questions.
EDIT: When you "beat" the game at 20,000 Rhythmia points, there's an absolutely brilliant ska version of the FF and Chocobo theme that plays over the staff credits
. I could listen to that all day.