I love the PC-FX. It's great you're just getting into it-- you've only scratched the surface of what the system has to offer.
Let me know if you have further troubles with Yuna. It's a whole lot of fun. Just wait until you get to the maze on the spaceship. The maze itself can get a little tedious, especially if you don't understand any Japanese, but some of the minigames there are f*cking awesome. I also mapped out most of the maze levels at one time or another in case you can't figure out where to go.
Unlike you, however, I can only enjoy the games to their fullest potential on the real system. Emulation =