If you're looking for a stealth western game, I've got one for you. Blood West. You play as an undead cowboy, ridding the land of evil. Inventory management, and scarce resources included. Just came out with it's last dlc, although I recommend touching that after the main game.
Personally prefer linear stories, but I wanted to mention one game that I think does non-linear pretty well. Outer Wilds is a game that if you know everything already, you can go ahead and finish up. Really love that game.
This is a small one, but extra images hidden by clicking on the screen in a certain spot, when it's very hard to see it. Kinda takes me out of the story, and just makes focus on only getting the collectibles.
If a game is really long, like if it's doing a day by day sytem, then yeah, I prefer to use a walkthrough. Or if there are some hidden scnes that need a weird requirement.
Usually depends on the game for me. Sometimes, the story takes me in, while the arts pretty good as well. Other times, I just download it to get to the scenes. Usually, first impressions help.