Set personalities for sure! It can make both plot and romance more interesting, and, for me personally, "blank" MCs actually make it much, much harder to become invested in the story. I'm always use MCs sprite and canon name (if they have one) and also prefer to have them voiced.
It was so long that I don't remember for sure, but I think my first non-japanese VN was either RE: Alistair or Spirited Heart? And my first japanese otome was Starry Sky in winter - with good old combo of AGTH and ATLAS. This was not very good experience since mtl was pretty bad back then T_T
I'm always use walkthroughs. I got burned by nonsensical or not intuitive choices in my several first games when I was just beginning to read VN lol Also, it saves time and gives me control over which routes and endings I get. I'm basically either skipping bad (and sometimes normal) endings...