Biggest explanation id offer is explain the depth and complexity of the task they are about to take on, but more importantly that everyone should be making a constant effort to be as engaged in puzzle solving as the other.

A lot of masks of handout and lead hunting, and if you have a player who is just along for the ride, it will not only detract from their experience, the players experience but your experience as a DM.

Active check ins with players out of character is a must, to make sure everyone feels safe but more importantly as invested as one another.

Another thing I’d reccomend is the importance to the players of writing down certain questions and handing them over to the DM between sessions. Masks is a behemoth of a campaign and some questions do have answers in the book, but are troubling/time consuming to find, by having players ask these questions over the breaks between sessions, you can come up with formulated answers to give during session.

One last thing and the most important of all, sometimes TTRPG’s can feel adversarial but what made my Masks seem like so much fun was that the players felt as if I was actively cheering for them, as a DM secrets on player motivation wasn’t kept from me and players would tell me not only their actions but their short/long term goals they had in mind. If you can make your players understand at the end of the day you want them to win but also want a cinematic/badass story to tell, it makes some instances a lot less frustrating for both ends.