This game makes sure its controls are confusing for you as well. Here are some tips.

Autowalk: F

Cardinal points show up underneath main character when he stands still.

When you fill up a tarot card so there are three active stories and three in storage, and then you receive some more to top it, - you cannot scroll down to see what new tale you got, it doesn't work. So instead of scrolling, pull the storage list with your mouse.

You can uncheck whatever markers arent needed on the map, as well as can turn on markers for unseen stories.
Soon you will likely run into unseen stories which show up on the map but are nowhere to be seen irl. In order to make them visible you have to hop on the nearest train and take a ride. Yes, that's bizarre but it works. Also, "hop on" is an action performed outside cities and towns, not inside, and since it's a stowaway method you don't have to pay for the ticket.

If you want to finish the game as soon as possible (and for that you need enhanced tales), or simply wish to grow all the stories you got, Jacksonville is your point of destination. It has two buildings providing enhanced versions of tales next to each other, so all you have to do is get there and circle between those two. Face one, interact, turn around, walk towards the other, interact, turn around, yada yada.
Jimmy got a portal to Jacksonville, so he's your guy.

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Here's the list of portals, where they lead and who provides which one:

got a portal to Miami from the start (Florida)
Jimmy - Jacksonville (Florida)
Quinn - Boston (M.A.)
Mason - Washington, DC (M.D.)
Little Ben - Richmond (Virginia)
Franklin - Cleveland (Ohio)
Shaw - Birmingham (Mississippi)
Dehaaya - Shiprock (Utah)
Althea - Nashville (Tennessee)
Ray - Denver (Colorado)
Cassady - Chicago (Illinois)
Fidelina - Santa Fe (New Mexico)
Rocio - El Paso (Nex Mexico / Texas)
Bertha - Los Angeles (California)
Rose - Portland, OR (Oregon / Washington)
August - Seattle (Washington)

You got four rounds with every character. They give you a portal after the third. If you didnt manage to suffice their requests and tell them tales asked, they will move somewhere else and your next night with them will be during the same unfinished round instead of the next one.

Don't be afraid to die. It is a useful tool, especially when you realize there are too many stories to spread by talking to mortal characters. You are forever in chapter 2 with the Wolf until all 16 nominal stories are finished. The Wolf never cares about contents of stories you feed to him and will accept them at face value, so you can tip off anything in need of enhancement.
You are teleported to the last city visited before dying, so it can be used as an escape measure upon wandering somehwere way too far away.

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Ways to move around:

- Autowalking. Slow but persistent. Main character will keep moving until getting stuck on a shore, or in tricky mountains, or dead due to lack of sleep or health. You can aim him somewhere and go make a dinner in the meantime, or else.
- Singing along. That's slightly faster walking which demands you to play minigame with arrows while simultaneously holding Shift or Ctrl.
- Hitchhiking. You have to stand still next to a road with cars on it, and hold Q. Approximately one in four cars is willing to pick you up, meanwhile you cannot control how far away they will take you or where they will drop you off. And they go in only one direction, visible from distance in case of each exact road.
- Hopping on trains. Free but can cost you a portion of health. You can hop on a train outside many cities and towns.
- Buying a train ticket. Costs money, which are quite hard to gain, and is available from inside of the cities only. You wont be able to use this method often enough.
- Portals. Safe, instant, free but becomes available through continuous interactions with other characters only.

You receive 16 nametag achievements for finishing the first night with every character.
You receive another 16 achievements for completing all their stories, i.e. four nights with each one of them.
Whip-poor-will: just keep collecting tales. It gotta drop somewhere in the first hundred.
Carnivale: keep collecting tales some more. You will run into the storyline of Runciter's Circus around the end of your second hundred, and you have to follow it up until the badge pops up. About five themed stories in total.
Friend of Mine: again, you aint asked to do anything special. You gotta encounter the winged man in a hat sooner or later, it happened to me near the end of my second hundred.
Got Your Kicks: asks you to hitchhike along Route 66. Impossible to fail unless you completely forget about this achievement.
Storyteller: entertain all 16 characters, finish the game.
Where the Water Tastes Like Wine: intentionally unachievable. Yep. Nobody has it and nobody will ever have.

Mind you, there is no specific achievement for collecting any particular number of stories. You can juggle along with bare minimum.

I provide the initial name of each story only (except a few which exact initial names I missed). Names change in telling. Also, there might be variations depending on personal choices you make.
This is not a complete list. Feel free to add up to it in comments by bringing the proper initial name of a story and which category it falls in.

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Hopeful: characters appeal to them when asking for something "happy".
They portray vivid miracles, beauty, kindness, peace.

Two brothers meeting
Lighthouse, two men
Women praying in the woods
The man who made molasses
Dreams in the cotton field at night
Thirsty cotton-pickers
The mysterious woman who wanted to go to church
Man who seemed alright with his death
Storm that caught me outside
Ducks in the hotel fountain
Miracle growth formula
The seagulls and the fisherman
Slow-going cart around Cleveland
The lost ring
The new grandfather in Northwest
The metal worker in the company house
Beautiful butterflies
Unnerving lounge singer
Bizarre children around Kansas city
Hidden sideshow exhibit
Two girls in the haunted house
Astronomer in the desert
Stabbed and bleeding bull
Two musicians with interminable song
Morality play at the Plaza Theatre
Old man seeking lost things
Fortune-telling bird in Midwest
Old woman reminiscing of her lovers
Girl who waited for her father's plane at the pond
Girl whose best fried was a chicken
Family searching for a new life
Boy with the circus dog
11.59 train that carried an old man to heaven
Man who robbed a bank for his father
The singing workman
Tiger cub born at Runciter's Circus
Broker who loved the bearded lady
Mystic who wanted to know her own destiny
Music echoing off the red rocks
Man with the peculiar drink
Joe, the Pullman Porter who protected trains on his run
Crow man holding on for a better tomorrow

Funny: characters appeal to them when asking for a laugh.
This is the trickiest category out of them all. In general, domesticated animals fall here, as well as everything over-the-top. However, the line between funny and scary is thin up to being indistinguishable, and other categories are not much further from that.
As you can see, humor is the most rare type of stories in the game, so when you stumble across some, use it wisely.

Mysterious woman with a letter delivery
The last bottle of armagnac
The dandy newspaper reporter who skipped on his bill
Mischievous ghosts of Cincinnati Music Hall
The family of pig farmers
The woman who hid from cows under her house
Raven and the salmon
Man obsessed with a fish
Man who loved his very special horse
Girl with basket of kittens
That imperious child asking people to dance for money
Leatherman's cave
Walking Willis near Portland
Little girl with the wheelbarrow
Music teacher with the bawdy songs
Newspaper reporter with strictly positive news
Nolly, the prankster elephant
Guitar player who Believed
Floyd the suspicious prospector
Bitter lover carrying a box on her head
Clownish corpse who claimed he'd live forever
Man who wished to be a clown, but was trapped as a manager
Strange creature who owns its own boxcar
Brothers scheming to win at cards
Rooster who alerted his owner to strangers
Driving obsessive who didnt own a car
Farmer who dressed as a turkey
Man who was strangely alluring to sheep
Welder's daughter
Old grifter
Army major who received last-minute delivery of his grandfather's whiskey
Girl with tons of cats
Twins who stole from local farms
Amateur young musician
Harebrained demon playing with people's dreams
Box with the strange creature inside

Thrilling: characters appeal to them when asking for something exciting or adventurous.
It is oftentimes hard to distinguish scary from thrilling, they tend to overlap each other. In general, everything connected to crime falls into thrilling category, as well as things involving fast rides, chases, bets, and likes of them.

Women arrested for bootlegging
The girl with strange stones - thriling
That strange bus
Casey Jones, the theatrical railroader
The massive thunderstorm
Fire after a poker game
The bridge builders
Bull with the flaming crown - thriling
Bill, the cowboy who rode into the storm
Monster in the maelstrom
The bull who terrorized travelers
Cops arming to take on a strike
Shady 'painters' who asked a favor
Dog locked in the car
Bear that preys on travelers
Peddler with poison wares
Idol guarded by a talking snake
Boy with the riddles and a pet
Rodeo near Santa Fe
Woodcutter with incredible strength
Eager gamblers in Las Vegas
'Gentleman' scam artist
Taxi in Boston
Hunting bald eagle
The lastborn buffalo
Jackrabbit and the cat
VW Bus parked and empty
Man hunting his dead enemy's horse
Man who could soothe animals
Men planning a jailbreak
Woman with tremendous artistic ability
Man who cured meat for a living
Willie, the man who robbed the same bank every week
Petunia the racehorse
Homeless children in the Southwest
Handyman and the loan sharks - thriling
Man who poisoned the animals at Runciter's Circus
Girl who helped the desperate to flee town
Trickster who emptied bullets from lamwmen's guns
Poisoned tiger
Unnerving lounge-singer's brother
Women who studied dust storms
Zealous mechanic

Scary: characters appeal to them when asking for something spooky.
Scary stories are the easiest to detect amongst others. In most cases, every twisted creature or suspicious set of circumstances automatically falls here.
Horror is the most abundant type of tales in the game.

Hatchet thief in shugarcane field
Music-haunted store
The murdering twins
The pigeon-keeper
Farmers who gave you lemonade
Woman selling gris-gris
The fortune-teller and the curse
The silent twins
The creepy mill
Rider in the woods
Story of the time when you were told to leave the town
Wounded soldier
Eclipse on the farm
Ol' Barney the scarecrow
Red creature in the fur coat
Abandoned farmhouse in the Midwest
the Seance
Landlady's cat
Children frightened of La Llorona
Stragely clean tent city
Winged goat by pristine water
Strange child who demanded a toll
White rider in the desert
Scaly cow at the fair
Midnight ritual
Corn farmer and his children
Terrifying cigarette smoker in the dark
Woman who staged her own murder
Preacher seeking the truth
Stranger in the woods in Northwest
Gunshot man outside the saloon
Gaunt sheperd
Camera which revealed who was soon to die
Cookhouse that serves hungry travelers
Fish catching and killing humans
Light from the sky
Missing people, and the strange lights in the desert
Vacant farmhouse near Santa Fe
Man with midnight wings
Strange soil surveyor
Three-headed bird of never-ending hunger
Journalist who wrote in gibberish
Spirit in the alleys
Strange coyote playing tag with her mate
Spell at the crossroads near El Paso
Man in the cotton field

Sad: characters appeal to them when asking for something tragic.
Tales congregated here are ones about unjust and cruel treatment, loss, loneliness.

Old janitor in the abandoned school
Boy left in Maine by his father
The tree with bottles on its branches
The drunkard lineman
The anonymous grave
The grave robber at the burial mound
The woman with yellow ribbon
The street lost in Washington
The boy and his dog
The white deer
John Chapman, his orchard, and his dog
Couple parted by unemployment
Louise Ames' violin
Soldier who came home to find his girl getting married
Man on the beach in Miami despairing about the future
Dead boy in the gain silo
The soldier who came home to his fiancee getting married
Killers on the streets
Stuck truck driver (Liang)
Woman with the buckets of poison
Soldier wearing uniform of his dead brother
Farmer whose land was choked with dust
Dead soldier at the Alamo
Woman who had forgotten her family
Lingering voices of the repatriades
Cat and the dead horse
Conflicted WPA worker
Feuding architects in Santa Fe
Scab with the black eye
Hungry couple who got fed from the warehouse
Dead man by the abandoned railway
Small corpse on a coal train
Gun-shot man left to die on the streets of St Luis
Boy who died in the fields, where no one can collect his body
Lonely man with the saxophone
Singer fading into obscurity
Mindless laundress who couldnt stop working
Children whose father died in the car
Man who lost an engagement ring
Nervous man at the bus stop
Dead passenger outside the stalled train
Story of the rotten orchard
Prisoner John Henry, who died working at the railroad