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Prepare to die, a lot. Or, at least you will if you treat the game like any other shooter, since there's no regenerating health
Go for headshots, and explore when you can. There're clues and golden gun pieces that unlock bonuses
MP3 is my favorite game, but I have one gripe - since the cutscenes mask the loading times, you can't just skip them whenever you want. I don't really mind, but when I want to re-play the game, I sometimes feel a little discouraged to do so