I'm neutral for Emily in the first game, she's kinda flat in her personality but I found it very interesting that her dialogues or drawings change according to the chaos level. In the second game I love her powers and I'm never bored to play with her.
I love Corvo in the two games but I prefer him in the second dishonored just for his voice and his appearance.
I kinda like Daud, he's not my favorite character but I like him, his point of view, his story and his voice acting are good.
I don't really like Billie in the first game, her apparitions are too short. In the third game, I still don't like her for no reason.
If you have trouble with swords fighting use your crossbow or your pistol when it's too hard or if there is too many enemies. Buy the bend time power as early as possible and upgrade it. You can also upgrade your blink power to kick the enemies when you teleport and attack them directly, it can be really useful
I usually start with a lethal playthrough to get used to the game again and after I try the non-lethal playthrough just to see the differences in each level. I like both play style and the non-lethal playthrough is lot easier in the second dishonored.