Shenmue itself is not what I would consider a difficult game to play. I really probably don't need to make a walkthrough for this because everything Ryo needs to know he can easily find by asking people in the game, especially on Dobuita and The Harbor. He writes stuff in his journal so usually you won't forget something this way. If you are new to and are looking for some gameplay help, this should give you an idea of what to do.
Exploration - Shenmue is a game where you have the liberty to explore just about anywhere. You will enjoy the game much more if you break away from the plot from time to time to talk with everybody and play games in the arcade or search various areas. Pet the cat, get a soda, buy a toy capsule, practace your moves, whatever you want to do is what happens in Shenmue.
Be Aware of the Time - If you notice in the lower left hand corner there is a watch symbol with the time. This is Ryo's Casio, and it tells you the time for a reason. Many events happen at a certain time in the game, sometimes Ryo may have appointments at that time or certain stores or shops may only open at a certain time. Furthermore you may find that certain people will appear on certain days or at certain times. At about 3 everyday I noticed a lot of kids with backpacks walking home from school. Later on you may notice guys with business suits getting off of work and heading toward the local taverns. The bikers usually go from the Arcade and ride around in the morning and end up in front of the motorcycle shop. In the Harbor people on their lunch break can be found eating a meal.
The Fortune Teller - On Dobuita you will find the fortune teller Lapis. For 300 Yen she will read your fortune and give you a helpful clue if you are stuck. I think I used her once or twice but I probably would have figured it out regardless if I had went in there or not.
Quick Time Events - if you want to make your life a little easier I would suggest becoming familiar and coordinated with the Dreamcast controller. Sometimes you must press a specific button at a certain time to trigger a certain set of events or complete a certain event. If you mess up they usually start you right over at the beginning of the event.
Fighting - sometimes you will encounter thugs or tuffs that will attempt to have a beat down on Ryo. Ryo has many moves he can use, and I would stress becoming familiar with the Dreamcast controller. Some of the moves are hard to complete. You will learn more as the game progresses when you are taught by various martial arts masters in the game. I found that pressing the Y button was very helpful in dodging many opponents. This helps especially when you encounter what Ryo calls, "The Skin Head" I totally rocked this guy's world by dodging some of his nasty kicks by pressing Y.
Talk with Everyone - besides being fun and interesting to listen to people talking, you can often find a valuable clue by talking to someone to learn something. Ryo will always write it in his journal and sometimes a journal icon will appear next to the watch in the lower left.
Saving - at the end of everyday or whenever Ryo goes into his Room you can save the game. Now, I don't know about anyone else, but this is the only part of Shenmue that messed up on me. I had to buy a whole new memory card VMU for 24.99 just to play this game. It takes up 80 blocks. Then later on I had the unfortunate circumstance of not being able to save my game because it said I didn't have enough free blocks, but the thing of it was, is that I could have just overwritten the other file but it didn't want to work that way. I lost all my progress on Disc 1 this way and had to start from scratch again. I found myself leaving the Dreamcast on for days at a time because there was some flaw in the saving process. I recommend if you save be sure to have a couple free memory cards just in case something screws up or you save two files on one card and then can't save anymore.
