It's a game where you can miss little things and maybe won't always get the best quest rewards if you don't check a walkthrough, but there are very few 'How was I supposed to know that???' moments.
A few tips for the less obvious and/or poorly explained game mechanics:
1) Some side-quests can be encountered long before you're high enough level to complete them, so if something seems too difficult then don't be afraid to come back later. There's only one area in the game that you can't return to, and it should be obvious when you get to it.
2) Magic and Technology don't mix - it's difficult to make a viable character that has both, so it's best to focus on one (or neither) for your first playthrough. Technical aptitude doubles as a kind of magic resistance, except it will block friendly spells (like healing) as well as hostile ones. The same applies to magic aptitude / tech resistance. This is true for enemies as well!
3) Not all quests resolve themselves properly: One or two minor side-quests and one major side-quest seem like they should have follow-ups but don't. You might still want to check if you think you've run into one of these, but just be aware that they exist.
4) A lot of containers in the game reset after a certain amount of time, so be careful if you store things. There's a certain warehouse that you're asked to clear out for a quest - all the containers inside are fixed and so safe for storage.
5) A 'Tech Manual' boosts your level in a specific technology discipline by the value of your intelligence for schematics you've found or bought (but it does *not* unlock the ones bought with character points). The boosts from multiple tech manuals do stack. This way you don't need to train in disciplines you don't want if you can acquire the items required for the schematic in another way.
There are still things that will take you by surprise, but hopefully those tips will save you some head-scratching.
Post edited November 16, 2011 by DaveMongoose