- Explore. Take your time. There are very few chapters where you have to make it to your destination on the same day, even if you start off in a car with passengers, and there's no time limit on the game.
- The graveyard has an infinite source of free food and a place to sleep if you're low on money at the start of the game.
- You can't miss anything per se, because you can always go replay a chapter. If you replay a chapter, though, you must complete that chapter before you can save. Also, don't go replay a chapter while you're carrying a key, primarily chapters 9 and 23, as there's a gamebreaking issue involved.
- Planet Redwood (now defunct, but a backup is linked) has an excellent spoiler-free Beginners Manual with a whole slew of tips and helpful things to know.
- You get fast travel by finishing two side missions for George. The second can be easy to miss and requires visiting his house at evening.
- Time passes by sleeping and smoking
- You get a really nice gun by collecting all 7 bones before doing their side mission (which activates in chapter 8)