The game is the most violent yet, (one of the bloodiest games I have ever laid my eyes on), and is sure to be one of the more mature games for the PSP. Besides the extreme violence (a chocobo dies!), Type-0 seems to be heavily laced with dark themes and a mature plot revolving around war and politics.
I haven't followed this game very much - in fact, this trailer is the first I've seen of this game, and the sheer violence and moodiness caught me off guard. Come to think of it, even though violence is a huge part of the Final Fantasy series, blood isn't a typical visual element. VII introduced blood while VIII used blood in one cutscene, but Type-0 has brought violence for the series to a whole new scale. Type-0 is sure to be the first Final Fantasy to receive an M rating, (at least in North America). That's my prediction.
And to top off this post, here's the aforementioned trailer in Japanese. Sorry, no Ingles yet!