The most important thing is don't sweat it, whatever it is. There is nothing wrong with killing everyone, everywhere. It's a good way to practice your combat skills and those are key, more so in this game than previous games. There is nothing stealthy about ship to ship battles.
It's often quicker and easier to kill with counterattacks. There are two enemy types that will be untouchable in normal combat. Break Defense works, smoke bombs work, assassination works.
Air assassinations are awesome.
With each story mission there are a couple bonus objectives to get 100% synch. It's nice for an extra challenge, but completing the misison is more important.
Eavesdropping is probably the hardest part of the game. Use groups of people for cover, walking, standing, sitting, you can blend in with any of them.
Don't activate eagle vision from a hiding place... he likes to jump out of the hiding place when you do that.
There are a million collectibles and many of them are just for the sake of collecting.
When on a mission kill from tall grass or hiding spots to avoid leaving bodies in the open and raising suspicion.
There's a bunch of stuff that is gated by the storyline. It is a pretty open world but it is more open when you get further in the story. Money is tight early on but that goes away when you start your pirating ways.
Just a few things that I think might be useful to know as a first time AC player. In the previous games reckless killing in the open world was generally a bad idea but in this one it's not a big deal.