LogFAQs > #878805975

You play through each character's "story" mode, more or less.

For example, if I pick Gan Ning, I will be playing the events of the game ~195 AD-222 AD. For this reason, the ability to switch characters in a single playthrough may not make the cut.

The world itself advances based on the scenarios you clear. For example, the captures of Bai Ma and Yan Jin will likely be separate battles. You can go ahead and do the battle of Guan Du right away, but that advances the rest of the world past that time frame. But capturing the two aforementioned castles first would lower the difficulty of the Battle of Guan Du.

These weren't their exact examples; I'm just speculating.
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