-( Story related, cannot be missed )-
This is the fourth chapter, and with it comes four new episodes/missions! They are:
Episode 1: Adventure on the Archipelago of Dancing Soap Bubbles
Episode 2: The Underwater Prison Impel Down
Episode 3: Summit Battle
Episode 4: The War's Conclusion
As with the last chapters, there's nothing specific you have to worry about unless you're going for Treasure Events and Legend Diary entries. You might end up having to play these more than once, or twice, due to the several characters that are necessary for specific Treasure Events. It'd be best to just sweep through them with one character (I used Luffy by default) and then return later on other characters, once you have the Beli and levels to back them up.