Fire Emblem: Three Houses

Difficulty

You can change difficulty to be lower than what you started with, but you can't move it up. Hard isn't actually that hard, and is honestly what I recommend for a new player and if its too much, you can always bump down to Normal, though such a reduction would be irreversible.

Maddening is a good challenge but it definitely expects you to be very familiar with the game and the maps. If you're going to play Maddening, then I suggest looking up what triggers reinforcements in paralogues and story missions if you're not familiar. It can be really easy to trip up on a trigger and then get absolutely mauled in a way that ends up feeling incredibly arbitrary.

If you play Classic, then characters that die (after you unlock Divine Pulse) will be "dead." They won't actually die in the narrative and will still show up from time to time when the story demands it, but they'll be unavailable for battle and you won't be able to get any supports for them. This includes students who die when being borrowed from another house. Casual just resurrects everybody at the end of a battle. If you're thinking Classic will be some emotional roller coaster where you tearfully say goodbye to your dear students... it's not that. It's just added challenge.

Recruiting people from other houses has to do with a combination of your stats, skills and support level (Sylvain is free if you-'re playing as female Byleth). Having support level at B means that the person in question has a chance to randomly ask to join your class, but they may still refuse a direct request if your skills and stats aren't high enough. Ferdinand and Caspar cannot be brought up to support level B before the opportunity to recruit closes so you will have to invest in their required skills at least a little in order to recruit them.

Who wants which gifts can be sussed out most of the time, and virtually all gift preferences are hinted at in one conversation or another in a support scene or in the monastery. However, there are hundreds of supports and it will take you ages and multiple playthroughs to see all of them, so if you're truly stumped, consider just looking at a guide to see who likes what.

There's obvious ways to build support points that you'll be shown during tutorialization, but also there are some other ways that can help. Characters using Rally, Heal or Dance on other characters builds support, as does attacking an enemy within the other characters range. Having one character as the adjutant of the other also builds support between them. This can be really helpful for pairs of units who don't have easily procured meals that they both enjoy. It can also be useful to borrow a student you wish to recruit and then attach them to Byleth.

You can recruit everybody if you want to, but you don't need to and probably shouldn't. The maximum you can ever deploy in a battle is 12 units, and most of the time its only 10 or 11. If you do recruit everybody, then you should still pick out about 12 characters to actually focus on as the team members you'll use most often. Spreading your limited training points and battlefield XP opportunities to much more than that can hold your units back.

Some of the best weapons in the game require rare materials to forge or repair. The best way to acquire these materials is by totally breaking the shields of monsters (destroying all four squares of the shield). Area of effect gambits are extremely useful for this purpose. Battles named Monsters In X will often have a lot of monsters in them and can be a great source of materials. Specific types of monsters give specific materials. Mythril is one you're likely going to want more of in the late game, and the big birds give that if you break their shields.

You can enter a battle and go to the map to check out what types of monsters are available and what kind of loot they carry in a map. If you don't like what you see, you can quit back to the battle selection screen without losing a battle point and choose something else.

Gardening should be done whenever possible to get meal ingredients or flowers for gifts. The higher the yield, the rarer the ingredients you'll get and also the higher chance of obtaining a stat boost item. It's usually always worth it to do the best cultivation you have available unless you're totally broke.

Fishing should also be done often to gain professor points. Fistfuls of Fish events will give you more professor points (and more fish) than other fishing days. The giant fish are used for stat boosting meals, and the large and small fish give fish for support building meals.

You can change goals yourself in the training menu. Students will come up to you and ask to change goals. These requests are essentially random and can be ignored without consequence, especially if you already have training goals in mind for that character.

Just because a weapon isn't the weapon one would normally use for their class doesn't mean they can't be useful with it. In particular, it can pay to have high strength melee characters have a bow available to them because they can still do good damage with it at range even if they don't have the archery-specific bonuses of the archer classes. Equipment's weight only counts against a unit's attack speed if its equipped, so having spare weapons on hand doesn't hurt.

Class masteries range from almost useless to phenomenal. Intermediate classes have some of the best ones, so it can be worthwhile to finish masteries for a class before switching units to a more advanced class.

Chest rewards also range from ho-hum to phenomenal. Try to make sure you have a couple people with chest keys on them. Alternatively, bring Ashe or somebody in the Thief or Assassin class.

Read quest descriptions. Some are very ho hum, but others will say that they unlock new merchants. These are ones you really want to do because they will unlock the ability to buy certain materials, fishing bait, gifts, and lots of other things.

On the Black Eagles route, it is important to get to C+ support with Edelgard once its available or you may end up locking yourself out of a very important choice later on.

If you have nothing left to train on a character, consider training them in a skill they'd need for another class you may want to put them in in another playthrough. New Game plus allows you to use renown to buy skill levels a character has already learned in a previous playthrough.

New Game plus also carries over all battalions, so if you have spare cash and nothing to do with it, consider just buying all the battallions available since you may have use for them in a future playthrough. This is the sort of thing that seems unimportant in a Normal or Hard playthrough but can be extremely useful in a Maddening one.

You may be asked to pick a character that you have feelings for in Chapter 9. This just determines who talks to you during one scene. It is not the Big Choice of who your romantic partner ends up being. That comes much later. Also you don't have to actually make that choice if you don't want to so if the whole concept of romance in this setting icks you out, don't worry about it.