If you play as an Amateur Detective, you'll get some easier games, puzzle hints on Nancy's phone, and a more complete task list.
If you play as a Master Detective, some of the games are harder, there are no hints, and the task list only has a few general items on it (like "Meet everyone" rather than listing all their names).
I like to play as an amateur the first time through so I can concentrate on the story, then play again as a master. But any way you do it is fine.
Unlike normal walkthroughs, in Nice Game Hints you can select just the puzzle you want hints for. Here are listed the puzzles for "What's the difference between the Amateur and Master games?" in Nancy Drew: Sea of Darkness. The guide you choose only contains information about that puzzle, reducing possible spoilers for other puzzles.