Play on the easiest difficulty. It has no baring on most of the game, apart from making the tedious combat less of a pain
You don't have to make every deadline the same day. I thought I had to, and I barely did any of the side activities until the very end of the game. The same time the next day works fine in most or all cases.
Do the quest with the “Nameless Flower” in the rain and the sheriff's house at night as early as you can, to get a very important ability (fast travel).
As soon as one of the bones becomes available, collect all 7 before starting Forrest Kaysen's quest (something about Willie the dog). This gets you a very helpful weapon (infinite magnum). Don't turn the bones in at the graveyard until you have done this.
