Pick the Hero the Situation Wants
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Assassin’s Creed Shadows gives you two heroes: Naoe, a shinobi who uses light, sound and shadows to evade detection, and Yasuke, a samurai with silent bow takedowns and devastating melee combos.
Naoe is the infiltration toolkit
The store gives Naoe the stealth verbs: parkour including the new grappling hook, distractions with shuriken or smoke bombs, and assassinations with the Hidden Blade. Her strength is not damage but never being seen, which means she suits objectives that fail once an alarm is raised.
Yasuke is the direct answer
Yasuke is described with a bow for silent takedowns and melee combos using a katana or naginata. He suits the fights Naoe would rather avoid entirely, which the store frames as strength and steel against her shadows.
Switching is the intended play
The publisher describes switching between the two heroes to adapt your strategy. That makes the choice tactical rather than a preference: the same stronghold can be a stealth problem for Naoe and a straight fight for Yasuke, and the game expects you to pick per situation.
Whichever hero you send, check the conditions first in reading the season before your approach. If you take Naoe, follow the infiltration order.