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I'm sure that every one of us has gone to a LAN party or just installed a brand new game and felt really stupid five minutes after the game starts. There's the enemy, and I have a gun, and shooty things come out of the end of that gun, but somehow the enemy just kills me every single time and seems invincible to my shooty things. The info below will help you stand a chance against people who have spent the 72 hours since launch mastering a new FPS game to perfection while you were doing random stuff like work or spending time with loved ones.
But first, a very important fact, which most newcomers to FPS (and a lot of experienced players as well) tend to forget: You will die. Period. There's nothing you can do about it: You will die. So, accept it, and move on. You don't have to be stressed about it, you don't have to call the player who killed you a cheater. It won't help. Just move on, and that will both help you enjoy the game, and make the game more enjoyable for other players. I cannot possibly overstate this, because whining about your deaths will only hold you back and, even more importantly, will bring out "the rude antisocial gamer" in everyone, thus ruining the game experience and fun. If you are new to FPS games in general, you can learn more about FPS etiquette and terminology for noobs here.
Having said that, let's move on to the training, soldier!
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The Boot Camp
Of course, there are many styles of play and different FPS games, but there are a few rules that will help keep you in one piece whether it is a realistic shooter like the CoD series (in Hardcore, of course) or something as crazy as Unreal Tourament 3.
As simple as it gets - do not run in a straight line. Do not run in a pattern either. Moving forward, which you will supposedly do in any decent FPS, because I haven't seen one where you are completely immobile, yet, one must be as chaotic as possible. Jump more! No lines. No zig-zags. They're predictable and experienced players will just shoot you in the face or the location where he predicts your face will be in a split second. The predictable runner is just one more frag for the sniper! Don't be that frag! Jump and sidestep often! Step forward, jump, step left, jump, step left again, step forward, double jump. Keep it so random that your assailant can't guess where you will be - that is one key of getting shot less.
An Open Target Rule
If you are in the open, you are dead. Use cover! All your movement must be from one cover to another one! While this is not as important in Unreal Tournament, it is a life-saver in realistic shooters. Find cover. Duck. If you stay in one place too long though, that is only a bit better than being in the open. Plan your route to the next piece of cover. Get there using the Running Man rule above. Proceed to own. You'll be surprised how many people completely ignore cover and just charge through the open, where you, the smart person, who has read this article and are now sitting in cover, can take free shots at them.
The Shoot Them In the Head Rule
Simple as that. Whatever the game is, if it's worth playing, headshots kill people faster. It is simple, really - instead of spewing precious ammo over their bodies, fire in short bursts, when the crosshair is where their heads are, or if they are running predictably, will be.
There Can Be Only Team Rule
People often tend to think of themselves as being invincible. Mostly, this happens after finishing some game's single player mode and then trying to play multiplayer. They grab their favourite weapon and charge, alone, to get the objective! And then, they get turned into a dead body, nicely filled up with bullets, or depending on the availability of explosive munitions, a fine red mist. You should always cooperate with your team, snipe if they need support, assist the charge in person if they need that. Do not wander around alone, because you can never secure all flanks just by yourself.
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The Last Rule Which Should Never Be Broken!
Of course, these are just some beginning tips, but expert players make use of them in every game, so using them should make you more successful, or at least less unsuccessful, than before. And the most useful thing to remember is - break them now and then. Sometimes, no one expects you to run through the open, ready to swing knife at their face! Sometimes, cover IS for the weak. Just remember - you must know the exact moment when to break a rule, to break it. That is the part of the game that differentiates the decent and the good, what makes multiplayer more unpredictable than even the best AI opponent. When you can read a game's nuances well enough to seize those moments, then you will be an experienced threat on the battlefield! Until then, don't wander alone, run in an erratic, patternless way from cover to cover, and fire a short burst at the enemies' head if you happen to see it.