Walkthroughs all the way. Most of the time choices tend to lead to expected results so you could do without, but for those games where devs decide to do some random ass-pulls, knowing what happens is great.
Can't even recall the name, but it was some shitty side scroller on newgrounds where the female character would get attacked by tentacles n shit, lmao. Kinda just stumbled onto it as you do on early newgrounds. Next thing after that I could actually remember was probably "Orgasm Girl".
Kind of in the same boat. When I had expendable income I used to buy a bunch of visual novels I'd previously pirated. As for the first that'd be The (Fruit/Labyrinth/Eden of) Grisaia trilogy by Frontwing. Muv-Luv is pretty fucking peak too.
On the topic of whether or not it's worth it I'd say it is, pretty easy access to content that's a little harder to find. I tend to always be a lurker in forums like this, and well like OP was over at atf, till I forgot my info that was that. Was on here when the system revision first rolled...