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Shadow of Chernobyl - playing with ZRP (Zone Reclamation Project) is strongly recommended. Lots of fixes of game-breaking bugs and QoL improvements, as well as optional modifications to the gameplay.
Clear Sky - I still didn't manage to play this one, sorry. :P
Call of Pripyat - no mods needed for trouble-free gameplay.

Bear in mind that I ended up with heavily modded installations of SoC and CoP - with both downloaded and self-made mods.
Moreover, there are also mods that change those games completely - gameplay-wise and story-wise. But I'd leave those for the time when you already know originals inside-out. :)

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Congratulations and enjoy the game! :)

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AFAIR quicksave in SoC is F6, and quickload is F7. Don't forget to make new "proper" saves from time to time, though. Especially after taking and after finishing a mission/quest or when you're in some safe place (Sidorovich, Bar, etc.). Yes, there are other (than Sidorovich) traders in further areas, that will be unlocked as the main quest progresses. But remember that you can trade some of the loot with other stalkers.

Yes, only traders buy and sell weapons, armours and ammo. No, you can't. Not in unmodded game. Stalkers sell only food, energy drinks, vodka, antirad drugs, bandages and medkits. They can also buy these things, along with weapon attachments (silencers, scopes and grenade launchers), artifacts and mutant body parts. Although they don't pay well for that last category (Scientists' trader pays the best price for those parts, and artifacts as well). Moreover, bullets lose their power over distance, different ammo has different ballistic and penetration characteristics, bullet spread and jamming frequency increases as weapon degrades (with different rates for each weapon, including unique ones) and so on.

Be sure to visit Dark Valley first from the Garbage, before you head out to the Agroprom Research Institute. Just have your anti-rad ready because the path to the Valley is heavily irradiated (so run!). There's an (easy) automatic quest there that wil give you a PSO-1 Scope. You need this if you have found an AK-74, especially when fighting the military and bandits in the Underground facility.

'S.T.A.L.K.E.R.' is a very difficult game, both in terms of gameplay, as well as it is difficult as a consumer product. If you are a freshman to the PC gaming world, coming from the console gaming, 'S.T.A.L.K.E.R.' will be like jumping straight into deep water, in order to learn how to swim: minority of such challengers succeed, majority unfortunately recoil. Make sure your version of the game - if you intend to play 'Shadow of Chernobyl' - is 1.0006. If so, it does not necessarily need mods just for the sake being stable, but some mods, could make the experience more absorbable for you. 'S.T.A.L.K.E.R.' is a broodingly rooted PC game from the "unforgiving" era. Mind that. If you want to go nonetheless, here is what you can do: stick to the community - IRL - and in case of any trouble, be it either technical or gameplay related, talk to people searching for solutions.

The movie has very little to do with the game. There are certain elements, roughly inspirations, not much though altogether.