I bought Cyber Knight only because it was priced at a mere two bucks and I was looking for some cheap throw-ins while wrapping up a huge transaction. I had no idea what it was about, but going by just the name, I suspected it to be an awful, archaic action title. It's actually a mecha RPG; I guess you could view it as sort of a "prehistoric" Xenogears.
1) A good guide. There's a great web page devoted to the Super Famicom version, and 95% of the walkthrough it links to is applicable to the PCE game, so you'll know where to go and what to do when you get there. There are a couple of areas mentioned in the FAQ that I either didn't have to or wasn't allowed to visit, and some cited events occurred at unexpected points in the adventure for me; but everything that you need to do to beat the PCE version is covered.