From Before I Play
- At some point a few hours into the game you'll start picking up keys and lockpicks. They fit something in the level you are on, and you may have to backtrack a fairly long way to find it. You can always return to the appropriate section of the level, as long as you don't advance beyond plot doors. You can recognize plot doors by being the ones that ask you to confirm going through them, rather than just opening.
- With a few exceptions, gear is selected randomly when you look at it (and will never be something you already have), so if you find a piece of gear relatively close to a checkpoint, you can keep restarting until it's something good. There's a checkpoint relatively early in the game that features two pieces of gear within spitting distance, it's definitely worth it to spend a few minutes reloading until you get something good (Blood to Salt is a good general-purpose piece that will be fairly useful for the whole game).
- Money is tight for most of the game. Loot everything and look around for barrels and containers to empty out.
- When you get to the first skyrail section, spend a bit of time getting comfortable with the controls. Not only is it great fun to bounce around on the rails in a fight, it can also make your life a bit easier later on.
- You won't be able to upgrade all guns fully, but you can get close so don't worry too much about "wasting" upgrades. Some of the red and blue guns are quite minor variations on the same basic type (for instance, two 'sniper rifles'... one slow and powerful and one less powerful, but which shoots in bursts. Which you prefer is mostly down to personal style.)
- That said, if you really want all the upgrades and your time is not valuable to you, there's a decent farming spot towards the middle of the game which allows you to max out your lockpicks, eventually collect every piece of gear, and grab as much money as you're willing to grind for - I won't list the chapter name so as to avoid spoilers, but just Google "bioshock infinite farm" if you're curious, the top couple results all show you how to do it.
- There are a few instances where you can steal items, while there are civilians about. It will almost always result in getting caught and starting a fight, which means the civilians run away and hide. If you want to soak up the atmosphere (and listen to the banter), do so before you nick anything. Stealing is also optional.
- And finally, without spoiling anything, pay attention to what is said in the final hour of the game (or put on subtitles).