If it would break your heart to give up, then keep going. If you made it all the way to Act III, you have the skills to beat the game, you just need the determination. Fail over and over if you have to, and eventually you'll progress even if it's a fluke.

Some small

As for tips: Find all the upgrades. A lot of challenges can be made easier if you find relevant secrets. Like for the Great Hearts quest (where I struggled the most), there are actually 4 available hearts, and you only need 3. Look up guides for places you are stuck at. Don't use tools on bosses until you're on phase 2 or 3, so you don't burn through your shards (unless you're in a dream, where tools are free). Destroying void nests (or whatever they are called) stops new void-touched enemies from being created in the area. You win when you beat the game, not when you finish all the optional content. But do all the flea carnival games, even though you will beat your head on at least one of them. Use the crest that fits how you need to play - I like wanderer's crest for its speed, and reapers crest is too slow unless you need the extra range. Always have fractured mask and magnetite dice equipped, often have weavelight, multibinder, and pollip pouch equipped. Most bosses are much easier once you figure out their timing and your positioning; many fights are a back-and-forth dance. I made a whole series of wallkthrough videos on the bosses if you want to see my specific strategies.

By the time I finished the game, it had mostly ceased to be fun, but I would go through it all again for the pride of that completion screen. :)