Pathfinder: Kingmaker

TL;DR

You don't get a Sorcerer, Druid, Paladin, or Monk companion.
Your race is never acknowledged in any meaningful way.
Don't dump any stat below 8, stat damage can and will kill you.
There are no dead skills. Don't worry about overlapping with your party. At worst, it gives you more flexibility for camping assignments.
Avoid specializing in exotic weapons. Magic variations are rare and are usually unimpressive. (The exception to this is Dueling Swords, which get a ton of support.)
If you care about Kingdom Mode, play a Lawful alignment for your first game. Good/Neutral/Evil is personal preference, but Lawful gets some absolutely critical benefits.

Don't let your pride tell you that because Normal pulls its punches compared to RAW that it's secretly easy mode. Rules-as-written Pathfinder combat is incredibly brutal.
Turn on the setting to have two autosaves and (if you use it) two quicksaves, and also consider making a back-up save at the start of every chapter.
Finish each chapter's plot-related stuff early, you'll get plenty of time after you finish to explore and chase down random side quests.
Turn-based mode is a little finicky, especially in regards to movement and range distances, but very effective. If it gets stuck, pausing and unpausing will usually fix it.
Flanking works differently from PnP. A person is 'flanked' if two people are in melee with them. This makes sneak attack (melee and ranged) way more viable than your PnP experience would expect.
Try to keep rope on you at all times, you never know when it might come in handy. Also hold onto Tartuccio's Present and the Nymph's Gift, as well as anything with a yellow circle in the background of the item image.
Save items that say a collector might want them, you meet him at the start of Chapter 2, but things that say a merchant would want them are explicitly vendor trash.
When you're first starting out, Cure Light Wounds scrolls are a more weight-efficient and cost-effective way to patch up between fights than potions. Jhod sells a stack of 99 of them.

If you don't feel like getting elbow-deep in character optimization, either pick one class and stick with it or follow a build guide.
Perception is extremely good on anyone and everyone who has it as a class skill.
The game's recommended feats are fine but unimpressive, and trend towards static, always-on bonuses.
You can use the 'Show Unavailable Feats' button to look for future feats you may want to build towards.
Blind Fight is all but necessary on melee characters by about level 5.
Teamwork feats (especially Shake It Off and Outflank) are extremely powerful if you give them to everyone, and a waste of a feat otherwise.
Andoriel Eight Eyes can let you respec a character three times for free, and charges for it after that.

If you're worried about missing companions, you'll find them in the following places:
Temple of the Elk, Old Sycamore, Technic League Encampment, Ruined Watchtower, Goblin Village
You'll also find one at
the Ford Across the Skunk River
, but don't go there before the plot sends you that way, or you'll miss the trigger to get him.
Do quests your companions give you ASAP, some of them have hidden timers, and failing them can be Bad.
Your decisions can influence your companions' alignments, so don't assume that (for example) a Chaotic Evil party member is fundamentally incompatible with a Lawful Good main character.

Play on Effortless or Easy for your first time. A failure spiral in Kingdom Mode can kill a file 50-60 hours in. Auto can end up failing some extremely important events, which is Bad. If you use it, make sure to make your kingdom indestructible.
When you get the option, Kassil is a better choice for Good characters, while Shandra's a better choice for Evil ones. Lander is an asshole.
Pick advisors that match your own philosophies about management. They can quit if you disagree with them too often. If you run out of candidates for a position, mercenaries hired from Andoriel Eight Eyes can fill any role, but get a hefty -4 penalty.
Put a Bulletin Board in every town ASAP. It's Lawful-exclusive and unarguably the best building in the game.
Keeping a healthy stockpile of BP is extremely important, as if it ever goes negative, even for a single day, your kingdom will get a permanent mood penalty.
Short-term, always prioritize Problems over Opportunities. Your long-term priority is raising your kingdom's ranks, which add critical bonuses to that advisor's rolls.
Getting high Divine unlocks Arcane, which in turn unlocks fast travel between towns with Mage's Towers and, later, Teleportation Circles.
When you found a town, travel there right away and look for a named NPC. That will be one of your artisans.
Save curse research for late-game, it doesn't have any effect until very, very near the end, and your advisor's time is better spent elsewhere

Varnhold's Lot is a ~4 hour side story, and the choices you make can be imported into your main save. Play it after you finish the main plot of Chapter 3.
Beneath the Stolen Lands adds a mega-dungeon and a roguelike mode. Only grab it if you really like the combat, there's no real story content here.
The Wildcards adds a new race, a new (romanceable!) party member, and a new class. Kinetic Knight is the best class for Valerie in an unmodded game, buuut...
Call of the Wild is a mod that buffs some of the weaker party members, as well as adding a ton of new class, subclass, and feat options.
The Item Crafting mod becomes completely overpowered by midgame. That can be a pro or a con, depending on your preference.
Bag of Tricks is a quality of life mod disguised as a cheat engine, and it can correct or fix 99% of the problems you would normally encounter in the game.

Male characters can romance Valerie, females can romance Tristian, and either can romance Octavia and/or Regongar.
There is another secret romance in the game that requires multiple “correct” conversation checks across the entire 100 hour game. It’s more of a hidden reward for a second play-through.
In the third chapter after liberating the slave camp, when someone says he'll go do a thing while you go back to the capital, take the Lawful-exclusive option to send him back instead. If you don't, either he or another one of your advisors will die.
You will lose a party member via a cutscene when you finish a certain chapter. The next chapter starts with "make a choice who to help" as if you must pick one to save and one to lose, but if you do Amiri's first, you have plenty of time to then go regain the other party member. If you do the reverse, you lose a party member permanently.
When you need to find a place during the Twice-Born Warlord chapter, if you still can't find it after doing both of the projects to make it easier, consider cheating. Missing it for too long can lead to an unavoidable game over.
Any agreement or deal with a fey is almost certainly going to have unexpected results later. Save before making those agreements or before handing over any plot items to them.