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Don't be afraid to fuse demons. Beginners usually get intimidated of fusing demons because they're unsure if the new demon will be worth it, and the fact that you lose two demons to gain one. Though save before you fuse demons because you can get screwed (rarely happens though). Also, learn your enemies' weakness; you'll easily breeze through battles once you know them. Lastly, save often. This is a series where you can die from a random battle.

Nocturne was my first SMT experience, and I loved it. The difficulty kept me on the edge of my seat because I was scared getting sunk into a random battle. It was tense but rewarding.