There are a few things I need to explain up front.
To begin with: these walkthroughs are meant as general guides, to get you started and help you avoid some of the more commmon errors and traps. They're not intended as highly detailed step-by-step instructions.
Because HD2 just isn't that predictable. The old Hidden & Dangerous was; for most of its missions you could say with fair certainty that if X, then Y - it was just a matter of learning where the triggers were and how the programming worked.
HD2 has a lot bigger random factor built into most of the missions. In particular the enemy AIs vary greatly in their aggressiveness; you'll play a mission one time and they'll fall all over themselves to surrender, then the next time you run it they'll fight you till hell freezes over and continue to fight you on the ice.
Now don't get me wrong; there are some things that can be predicted pretty confidently. There are certain men in certain missions, for example, who will always surrender, given a chance. In certain missions I can guarantee you that if you do certain things, such as cross a certain point on the map, certain things will happen. And so on; and I'll tell you about those things as we come to them.
But don't approach these walkthroughs in a Fundamentalist spirit, expecting every word to be invariably and inerrantly true. And don't come bitching to me if you got a suprise.
All of these walkthroughs refer to the game as played at the Hard level of difficulty. That is what I am most familiar with. I do suggest running the game at Normal level first, if you aren't experienced with games of this sort. In a few cases, for reasons I can't even guess at, certain things will be different even though there doesn't seem to be anything to do with difficulty. For example, in the first desert mission, the documents you're looking for will be in different locations at Normal or Hard.
I have not played this game enough at Very Hard level to give any advice, and I have no intention of doing so. I would like to try some of them at a more difficult level, but at Very Hard the game does not allow any saves, and that kills it for me. Most of these missions just take too damn long; I'm certainly not interested in spending an hour or two working my way through a complicated mission and then having to start all over again because of one mistake. Even if I had that kind of time to spare, repetition drives me crazy.
It's a pity because I'm curious about some things; I've heard for example that you can't take prisoners at Very Hard level, and I don't understand how certain missions, which require a disguise, can be run.
But in any case none of this matters because if you're good enough to run this game at Very Hard level then you don't need to read walkthroughs.
I have not provided a walkthrough for the initial training "mission" since I don't see any need. That doesn't mean you should skip this part; on the contrary, unless you've played HD2 before, you definitely need to practice the movements and commands and shooting techniques and so on.
You can, however, skip the last bits if you like. The nonsense with the aqualung and the pool isn't really important, since there are only a couple of (asinine) missions in which you have to swim and it's not exactly hard to figure out - though getting in and out of the place unobserved does offer a good chance to practice your sneak techniques. Planting the explosives is too self-evident to need practice; and the final item, moving your men around, serves only to demonstrate how impossible and maddening the stupid bastards can be.
Speaking of skills, I am assuming that you already have some familiarity with the basic movements and other commands - that you can move a man around in a game of this sort with reasonably good control, in both first and third person views, and know how to use and interact with objects. (I'm also assuming that you know what is meant by such terms as "third person view", "Use key" etc.) If not, run the training session again a few times till you feel you've got the hang of it.
In the shooting-range section, experiment a bit with the grenade throw if this is new to you. This is a tricky business; it may not seem like it on the open range, but in close quarters such as street fighting it's very easy to blow yourself up. Try holding down the Use key while throwing to get a lighter toss.
In some missions I tell you to use the tactical map. If you don't know how to use it you're just going to have to learn; study the manual and do some experimenting. Or else figure out how to do the job without using it.
I do not have any plans to include instructions on any of these techniques on this site so you'll have to learn them on your own. Sorry, but there are limits even to my heroic dedication....