This should be obvious, but these older games were cut from a different cloth. Be sure that you familiarize yourself with your weapons and especially your items. They may not handle the same way that other games you are more familiar with do.

The thrown shuriken and especially the bombs have their own trajectory. I do not know how many times I tried to throw a gas bomb into a window, only to find it bounce off the edge more often than not. Knowing how to use the items will really help you.

Also being able to quickly access them and fire them is key to survival as well. Currently they are bound by keys-

Q Medkit
Z Smoke Bomb
V Night Vision
G Gas Bomb
F Flash Bomb
C Caltrops
and to cycle between them are keys "[" and "]" and Enter uses the item

So as you can see, quite a few have some common sense keys already bound. F for Flash Bomb for instance. Not a hard stretch to understand why, as Flash starts with the letter F. But if any of those keys or especially the switching keys are not comfortable, change them to something that will be. But memorize what does feel comfortable and what is handy (being close to your other fingers on the keyboard, namely WASD keys) so you do not have to try and remember or guess what does what in the heat of battle is the best strategy. Or trying to reach for the "[" and "]" keys to cycle to the item you want and then press the Enter key to deploy it, not so much. That was designed for playing the game with only the keyboard in mind. We use keyboard and mouse these days. But do what feels comfortable for you.

Most weapons and items can be thrown/shot through opened windows and doors with the lattice openings. Use that to your advantage. You can clear a room before they even have the chance to see you.

Also be aware of your weapon's functionalities. Some weapons you have alternate firing modes, by pressing the same weapon button more than once. It is good to know the best weapon for the job, but also it's best functions for a specific scenario.

Never under estimate the sword, especially on low enemies, as a single swing can end their life. On the same note, do not try to ninja the game by only using that. Again use the weapon made best for the job at hand. Even if the ammo for the rocket launcher is scarce, the weapon was placed there for a reason. Just don't waste them on enemies not needed too. Also be aware of death animations. The cutting in half of an enemy may look cool, but if they are blocking your path to other enemies or a quick get away, it can ruin your run as they block you during their death animation.

Low on health and do not want to waste health packs? Find a punching dummy some where and use your hands. It may take a while, but it will raise your health up. This can be particularly helpful in the very first room you start in level 1, inside your dojo. You can continually do this to regain to one hundred health. Be aware though, punching hard objects can injure you just as fast. So only use your fists on the dummies and enemies. If not sure, as in looking for secrets, just use the sword instead. The sword however will not replenish your health on the dummies.

To be really good at a level, you are just going to have to play it over and over again. I suggest when coming upon a new weapon to simply use it in a safe space, away from monsters. Understand it's reload animation, even though you have no manual control over it. Trying to fire the uzi(s) and stop mid battle to reload can be catastrophic. Also get a feel for the way you move with the mouse. Settings can be altered in the options menu, but again this has a feel all it's own or at least old school FPSs, compared to newer games you may be more familiar with.

Also don't worry about getting every secret. Unless you are some mad man who is a completionist, you really do not need every secret. Some secrets yes, due to the better fire power you can find. But you do not need 100% to feel you completed the game. And on your second or third play throughs if you truly want to find it all, but can not. Simply use a guide. That is what they are for. Hardly anyone gets 100% of secrets without using a guide.