Valkyria Chronicles 4 is an incredible game. It melds multiple different gameplay types, and wraps it all up in a war story that is surprisingly heartfelt and resonant. It is also nail bitingly difficult, with its various missions and maps being more puzzles than anything else, often with only one viable strategy. Add in the constant fear of permadeath (your non major characters can all die), as well as a grading system that judges you on your performance, and the fear of not doing well, or not being able to progress through the game at all, can be a real one with this one.
I guess the good news is, a walkthrough can show you exactly how to get past the specific mission you are stuck at, by showing you what is a viable strategy that works, and/or where you might be making a mistake. Of course, do remember that it also comes with full spoilers, so be careful to not jump ahead of where you are in the story!
