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After the first sequences it's completely open... in fact, I can't even figure out how to heal.
There's restaurants for stamina, which in no way shape or form even keeps stamina up... then later I got hurt while fighting and could not figure out how to heal.

There was an entire fight tutorial at the start, but then we just get dropped in with no explanations... why???
While I enjoyed the game, it is a bit of a quicksand box that throws you into the deep end of the pool. First of all, be sure you are playing with a controller. The Keyboard really does not do a player justice. Once you get to the scene where you confront the rebel leader, choose the "You Cowards.." option, which will trigger the Magistrate path. Agree to help the Magistrate and, after cleaning house, go to the Magistrate building and finish that event. This opens up the opportunity to take jobs that pay a TON of money, which you will need to upgrade your weapons. You NEED a sword with at least 250 attack to finish a playthrough on easy without too much difficulty.

The BIG problem is that the game really does not tell you much of anything, in terms of mechanics. It doesn't tell you that to use items you (on a controller) use the D-pad left and right to cycle and D-pad up to use. It doesn't tell you that you can go back to the guy that brought you to town and tell him that you want to leave to end the game to start a new one. You will be doing this a lot as you grind a decent weapon to actually finish a game.

If you go to the game's page on the Steam community, there are a lot of good guides to help you out. Use them. I did and it was a great help.
I don't know, for me this one of the "Main-Appeal" of the Series. I played on PS2 back than one game, and i remembered so well, because it wasn't your typical modern(atleast back than) more handholding Game, but way more classic where you need to figure out the stuff for yourself in an pretty open sandbox experience. Like if you play the very first The Legend of Zelda Game for the first time, but only with different outcomes...

For me, if they would change that, it would kinda kill a part of the core / soul of the Game, and i find it a better approach(similiar to Dark Souls) if People needs an help-out, that they look up online with wiki or guides on steam..