Use Stealth When Possible
While Mafia III is most definitely an open-world action game, full of plenty of opportunities for destruction, mayhem, and combat, you will definitely benefit from taking a slow approach while getting into the tougher challenges the game has to offer. Lincoln Clay is trained in many different methods of engagement, and that includes stalking (Mafia III’s name for stealth).
By hitting R3/RS, you will toggle into a crouch mode that allows you to move low and silently, giving you the opportunity to sneak right up onto enemies or even past them. This can lead to silent takedowns (done by pressing Circle/B when behind an enemy), perfect trap setups, or just chances at escape from a bad situation. Definitely keep this in mind at all times, as it will often spell the difference between life and death during certain missions and activities.