There are a lot of things that you can't pick up but the worst that happens is a message about why Gabriel refuses to grab it. There are definitely a few times when objects you will need do not stand out from the background. Some clues are subtle. When stuck, go checking everywhere for some action or clue you may have missed. I was having the devil's time getting passed the butler to see Miss Gedde but starting over, realised there was a clue at the one point in day 2, I had missed.
Character interactions The verbal sparring that occurs during the game is lots of fun.
I believe that there are no conversations that will lead you to an unwinable game so feel free to use any options you have. Much of Gabriel's time is taken by interviewing the people he knows or meets so you should be prepared to spend a lot of time talking to everyone. I find the accents in this game get to be a bit much. There are so many of them. You would expect Gran, Gabriel, Mosely and a couple of the other characters to have pretty much the same accent from living their lives in the same neighbourhood in New Orleans but virtually every character has a different accent.