I've been to game FAQs much more than I'd like to admit. The times I find myself there are usually not to solve a puzzle or to get through an action sequence, but to find out the potential outcomes of an in-game choice.
Nonlinear narrative requires decisions that do not always have the clearest outcome. I try to play videogames to completion (sometimes to perfection), and the fear of making a decision early in a game that has catastrophic results towards the end is sometimes too much pressure to handle. It might be that the choices with hazy outcomes are reflective of real life, but more often than not I believe there is an incongruity between the action and result, often as a result of an incomplete framing of that decision. And even if player choice is supposed to have unforseen outcomes, it's still tempting to consider other options and how they may affect a game that could be absorbing 40 hours of your life.
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The problem with an FAQ or walkthrough is that it forces the player out of the game, destroys the immersive experience, and lays the whole thing out on a digital page. I always feel a little dirty after visiting one. As metagame solutions like quicksaving take you out of a game, so too does consulting a FAQ. But there are alternatives to the quicksave, and there may be a way to explore narrative choices without forcing the player to seek guidance outside of the gamespace.
In porting Persona 4 to the Vita, Atlus has opted to take a page from Dark Souls and the results thus far have been very interesting. By connecting to the internet, it's now possible to "ask the audience" and get a glimpse of the possibilities on a given day. Click on the "Voice" button and a myriad of thought bubbles will fill the screen, revealing actions other players have taken at that point in the game (see the image below).
The particulars are a bit different from Dark Souls – no one can send a misleading message encouraging you to kill the shopkeeper – but the idea is the same. Essentially, Persona 4 Golden is trying to tacitly bind everyone more closely together and into something of a community. It's meant to encourage those who need help to check with their peers in the game instead of a web forum. And I use the new mechanic ... a lot.
It's not that I necessarily want my peers to hold my hand. As I said, I really want to delve into Persona 4 Golden's mysteries without feeling beholden to some optimal day-by-day strategy guide. It's more that I want to have an idea of what's out there, then make an informed decision.
These options give you a little to worth with. Neither enough to ruin the story nor destroy your immersion, but enough to keep your head on your shoulders and away from an FAQ.