If you are tempted to break things, pick locks, or otherwise rush through to the end, the only person you'll be cheating is yourself! Take your time and savor the experience. There is a lot here - this case make take you more than one sitting!
Have patience and take your time
Group similar items
If items share a motif or theme, chances are they are connected to each other.
Establish a timeline
Often the key to figuring out events that have happened is to figure out their sequence.
Figure out who is talking to who
Which characters are in cahoots with each other? What are their goals?
Frustrated with a particular puzzle? You might not have everything you need yet
Sometimes it's good to jump to something else and see if any new clues pop up.
When decoding text:
If you're getting words, you're probably on the right track - even if they don't make sense to you yet. Try putting spaces in different spots, you might discover alternate words.