The whole game is mostly based on more or less important choices. Sometimes they only seem to be unimportant. The main objective of the game is allowing every character to survive till dawn while death waits behind almost every corner. What is important, the death of any character, depending on when it occurred, might cause different actions of other characters. It might even make it impossible to save someone else (if the person that died previously was supposed to later save another one).
In addition to dialogue and action decisions, there are also action sequences in the game, during which you must press specific buttons in the right order and time or you must aim your weapon at an object or character. Each of these actions usually have large consequences and requires reflex and cautiousness, as they might start during any cutscene and surprise you.
What's important and worth remembering, is that, despite the fact that this is not a puzzle game, the ability to quickly deduce and to make decisions based on intuition is the key ability. Many times it might happen, that it is better to not do anything than to do everything that is possible.
The group of choices made during running/climbing is a specific one. In that case you must select between shortcuts or following the path. You must be able to grade the threat level (or you can find the information about it in this guide) to decide which path is better. If you don't need to hurry (low threat), it is better to pick the longer roads - usually there are more action sequences there, and the ones that will occur will give you slightly more time to react.