Yakuza 0

• From what I've seen, you can't miss anything (maybe you can if you finish the game, not sure, but between chapters this isn't the case)
• In the top-left of the map is a pretty damn big minigame for Kiryu, so don't miss that like I did
• Enemies give trash money compared to your businesses, especially as you get them stronger. And since money literally equals power in this game, you can 'grind' (but not really) your abilities into the sky once you unlock the businesses for each character
• Each style has different heat moves that count towards the CP bonuses
• To get strong enough to have a master teach you new moves, you need to have unlocked an ability space next to one of the locked 'M' spaces.
• A lot of times, if there's a business you can buy or advertise within with someone that has a friendship bar in it, you need to max out that friendship bar before you can add it to your business.
• To get new arcade games, max out the friendship meter of the arcade lady within the SEGA arcades, one in each city.
• With Kiryu, many of the people that you encounter in substories can be hired as a manager later by talking to them outside of your office (usually, there are other places you can find them sometimes)
• The phone sex parlor has three women you can sex with for completion points, and a couple more substories that just have you watch a cutscene where, essentially, Kiryu is taken against his will.
• If you see a Mr Shakedown, save before taking them on if there's a phonebooth nearby. Chances are good they'll clean you out, so being able to load is a godsend.
• You cannot miss anything.
• Yes, the disco minigame is that hard. Kiryu's final one requires not only that you do well, but that the AI does badly.
• The best way to make money is not your business but (mechanics spoiler)
  play Majima until you unlock the Weapon Shop, find/craft a Electric Shotgun. Then play Kiryu and get half a dozen of them (Kiryu's Weapon Shop is somewhere in the Kamuro Shopping Area, it's an unmarked shop). Grab the skill that lets you take 50% more money from Mr. Shakedown, then beat him/lose to him half a dozen times. It gets very silly, very fast.
• If every enemy suddenly becomes way more aggressive, you've equipped an accessory that pisses them off. They are traps and I ran half the game with one on.