My first Shin Megami Tensei game - Tips for a beginner?

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Take your time and have patience. AND SAVE A LOT. Especially if you are going to play on normal difficulty. But honestly, that's all you need. It is a game that has a great story, but all the action won't really happen till the first 6 hours or so (depending on how quickly you grind etc)

 

EDIT: SMT IV was my first SMT game as well. As for Atlus, I absolutely love them now. They're one of my favorite developers and they are so under rated.