Play the Story
When you begin playing Middle-earth: Shadow of Mordor you should avoid the temptation of being distracted by collectibles and side missions and focus your attention to the story.
Sticking to the main missions for the first few hours is important because you are still opening up the powers of the Nemesis system and obtaining them will help you considerably later on in the game. The best time to veer of and do what you want is after you have killed your first Warchief.
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