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I want to play single player and would like advice regarding how to play it,

I've played newer games like Torchlight, Torchlight II, Victor Vran, but I don't know how hard this game is, so I'd appreciate some advice.

Thanks in advance.
Having played Torchlight II I can relate.

Unlike that game Diablo characters have no skills and all their stats are capped (see Jarulf's Guide for the starting and maximum stats for each class, there's a thread in this forum with a link to download it). Since eventually every stat will reach its maximum value the notion of a "build" is largely irrelevant, rather you chose how to equip your characters.

I don't regard Diable/Hellfire as particularly difficult though they are challenging. It's a matter of how you chose to approach the game. As nearly as I can gather most jump in with a new character and strike out with the goal of killing Diablo (in a single game). This is very challenging as it requires you be able to play your character skillfully, be lucky with favorable drops and favorable items from Griswold and Wirt (the weapons vendors) while not running into a leader lead group that is especially nasty and places a nearly (or absolutely) impassable barrier between you and reaching the stairs to the next level. But there are other ways to approach the game.

A peculiar aspect of the game is that unlike any later game the vendors, with certain restrictions (price, item level) can sell just about anything that can drop in game. Consequently shopping the vendors, which isn't particulary fun to do, is a time efficient activity. Another issue is that gold takes up inventory space and that limits how much gold you can carry, so there is some incentive to shop the vendors just to keep your gold total under control.

Another feature later games don't have is that you can save the game. If something goes wrong, you die, you touch a cursed shrine, etc, you can reload. Not to mention that at any time of your chosing you can save, start a new game and bring all your equipment (equipped and in inventory) gold, and experience into a new game.

Unlike Torchlight II there is no stash (rather you leave stuff you don't want to carry or sell lying around town. This can be addressed with Ulmo's Stash. See the thread by that that name in this forum.

I regard Hellfire as considerably more interesting than Diablo to play, as it adds some interesting and useful chrome, additional levels, some quite different monsters to deal with, doubling gold capacity and Wirt becomes a much more useful vendor.

Having played this game since the demo first came available two decades ago I could talk endlessly about it. This will have to do for now.
For practiced players, the game can be quite easy - but if you jump in blind and play recklessly, you can get killed in a hurry.

Initial advice:
- Always look up a shrine's effect in Jarulf's Guide before using it.
- Never use Goat Shrines.
- Never use Cauldrons.
- Never let a Black Death zombie reach melee range.
- Never use a Warrior's Repair skill or a Sorceror's Recharge skill. These skills degrade the item's maximum capability. Take the item to the NPCs and pay to have the work done right. NPCs always repair/recharge the item without a loss of maximum capability. A Rogue's Trap Disarm skill is fine to use.
- Move slowly. Walk one tile. Wait to see if an enemy reacts. If it does, and it is a melee enemy, let it come to you. Fight it, then move forward again. Don't be afraid to retreat into cleared areas. Try to avoid fleeing into unexplored areas, as that will usually wake more enemies and make the situation worse.
-- If the enemy has a ranged weapon, dodge its attacks. Some enemies have both ranged and melee attacks, and will close to fight you. Others have only ranged attacks and will keep the range open. If you face an enemy of the latter type, pull back into a cleared area before you try to chase it. Don't let it lead you into unexplored territory.
-- Use terrain to your advantage. Shape the battle to minimize the number of enemies attacking you at once.
- If you are not a rogue, don't bother with a bow. Warriors and Sorcerors fire too slowly for it to be useful except in very unusual situations.
- If you are a warrior, don't bother with combat magic. Utility spells (including Stone Curse) can be useful, but you'll never cast offensive spells well enough for it to be worth it.
- If you fight in melee at all, have a shield equipped. Two handed weapons aren't good enough to offset the huge penalty you take from being unable to block.
- If you fight in melee, get your dexterity up as quickly as you can. Higher dexterity means better blocking. Better blocking means less damage taken from enemies.
Thanks for the advice.
You can play multiplayer game alone. It's way more interesting.
Just go > Multiplayer > Direct Cable Connection and create a charachter and a game.

The difference is - no saving game. If you logout any stuff left on the ground dissapears - you can have only that you can carry. If you die your stuff will be where is you dead body. And if there are many monsters you have a very few chances to get it back. And that's the main reason why is interesting - you have to choose enemy's carefully - or will lose all of your stuff.

It's only works on original Diablo. Hellfire is way more boring to play, IMHO.
Single player has some extra levels, monsters and quests
To the OP....I would recommend not bothering with the vanilla version of this game....instead go find The Hell with The Hell 2 in development. This mod fixes most all of the issues vanilla had, and vastly improves other things as well.