This game is really good. It get's compared to Planescape torment a lot, but what it really is (to me), is one of those TellTale "Tales of Whatever" type games just taken to Planescape's torments level of amazing dialog, and unique story/world. There isn't really 200 ways to die. There is...but there's not. In fact it's almost impossible to fail, once you get the hang of the game. Low on health...maybe you don't try that physical based skill check and come back to it later.
Everything is done through dialog and skill checks. There is no combat like a typical rpg, you have no party to manage, but you do have some skills to level up, and some items to play with. You have very little money, so it's not like you are buying a lot of gear, or looking for that amazing legendary cop gun that does +10 damage on every shot. In fact you rarely ever use a gun...since you lost yours anyway. However clothing affects your skills, so you will be changing out clothes quite a bit based on what your trying to do, and be looking out for a piece of clothing to bolster a stat. Mostly you will be buying some drugs, healing items, and the occasional piece of clothing.
There was a thread on here awhile ago about restarting rpg's. This game is sort of the antithesis of that. Just go with it, and play how you want. Failing is almost as fun as succeeding in some cases. The game seems to work around it if you fail something really important. Either you will have to find another way, or miss out on some dialog, or at the worst, you might miss out on possibly a side quest, but it's not the end of the game or anything, from what I have seen.