Well, for one thing, pay attention to Midna's little giggling things- when she has something to say, she's a thousand times more useful than Navi. If you get stuck at the beginning, there's -spoilers- whistle grass that you can use to hit the beehive and grab the baby carriage. Things that look like dark smoke are bad and will do bad things to you, and stay the heck away from enemies unless you need hearts in the early stages of the game- TP falls prey to "it gets easier as you go along" because the enemies never start doing more than a heart's worth of damage, but at the beginning you'll probably have trouble with those shadow bugs.
When it comes to TP in general, the best things about it are the dungeons (which, thankfully, tend to be actual locations instead of generic temples, and even the generic temples have their own unique looks) and the hidden areas, which you'll be able to find a bunch of once you have the clawshot and bombs. There are tons of little minidungeons that throw areas that look like deleted scenes from the temples at you- like one that has you falling down into a pit of lava through magnetic beams, and you have to time the Iron Boots to save yourself. The beginning and the Twilight portions are kind of annoying interludes, but some of the things you do are pretty clever to find these bugs. Anyway, Hyrule Field is great here, full of tons of secret areas that put OoT's to shame. Once you can change to wolf at will, the only time he'll be useful is against Imp Poes and Shadow Beasts, which go down like that when you use the energy field attack.
TP might not be revolutionary, but it's definitely the most polished entry among the 3D games.