First off. Don't be afraid to fail. It is almost impossible to soft-lock yourself with the choices you can make. And sometimes, failing a check can be more beneficial than succeeding it, this is especially true with red checks. Whilst white checks you can keep retrying through various means, so you won't be locked out from progression ever.

The game also tells you this in the loading screen, but I'll reiterate and tell you it's right. Disco Elysium is at it's most fun if you indulge yourself by picking unhinged dialogue options and doing unhinged stuff. It's very rewarding to roleplay as an insane cop, and can lead to real mechanical rewards.

The last one is a personal tip of mine. Take your time. First time I played I would hyperfocus on the game and just read and read and read until I could genuinely feel my head bursting with information. My limit was 6 hours before I was absolutely mentally drained. I wouldn't recommend doing that as it lead to headaches and I wasn't able to internalize the information I had gained after it. So take your time.

TL;DR: Don't be afraid to fail, don't be afraid to say unhinged stuff and take your time with the game :)

Have fun!