I think the "Be brave if you have armor" one was what took me a while to get used to. I was really hesitant to lose to a monster even when I had armor. But being risky when you can eliminate the damage is a great way to conserve resources for other things (like when you friend is always asking you to help him acquire those shiny boons).
I think another important question to consider is: how is the blessings deck looking and do we have to start taking chances? I tend to play a little conservative in the beginning, maybe asking for a blessing to bump my chances up to smash that bane. Later in the scenario, especially if my character has a healthy deck, I know we have to keep cards for more explores.
Allies that I could recharge to help with a combat or discard to explore are good examples of this. Early on, I will maybe recharge that Saber-toothed Tiger to get a d6. Maybe I will get to use it again later. But as time runs short, a recharge can mean almost the same as a discard, so I maybe better hold back that card to explore again.