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part 1-3 is all urban with (2) separate encounters specifically dealing with the islet waters. (1) in Edge of Anarchy and (1) in 7days to the grave.
Should they be avoided? Certainly not. The areas surrounding Korvosa are still pretty wild.
What the nature classes don't get to see in parts 1-3 are made up for in parts 4-5, where they shine. Part5 is 80% superdungeon, but up to entering Scarwall, your druid/ranger/whatever naturalist you have will be loving it. Want to play a shoanti barbarian...? Now is your chance!
For Mount dependent classes to shine the GM will have to make many adjustments. There are to many areas that have encounters that take place right after to put your horses up and you walk into a shop or npc house.
I have gm'd this particular AP twice. (in the process of my 2nd time) but In both cases, (one good and one evil), the groups have been without a rogue, and really haven't had an issue yet. (Part 3 there are 2 dc(35) doors and a dc(40) one. But I knew that going in to Part 3: escape from old korvosa.
My good group was normal 5 pc's. The evil group is 3pc's Gestalt.
If there had been a rogue, I would have done more traps rather than illusions protecting the loot.
The Gestalt has kept up perfectly with the med adv track for 3 characters. The good side was perfect with 5 normal pathfinder pc's with above average stats. (we roll 4d6 and take the top 3 - reroll 1'a once.) This averages in 12-14's on most stats with an occasional 16,17,or 18.
The dynamic set for my evil group was letting them be a part of
Druids, Nature Clerics, or Rangers can function perfectly well in Curse, unless the player intends to play them as sort of an Alpha-Hippy or something who wants to free all animals, destroy all civilization etc. But a character like that would be antagonistic in just about every campaign short of one designed around doing exactly that.
In Korvosa there is a group of 'urban druids' who try to fight against the encroaching civilization, and rangers or nature clerics could aid in this. You might drop plots or side adventurers dealing with them trying to expand the growth of the natural world in Korvosa, or rescuing abused animals (legally or illegaly).
Seven Days especially could be fun for this as the druids might take a more pro-active step and start forcefully reclaiming abandoned properties or freeing animals from captivity. Kind of being eco-terrorists.
The party nature character would then have to make a tough choice and would be a great roleplay moment if they try and negotiate with the druids.
Plus, come part 4, they're going to be in heaven. Not urban sprawl in sight. Part 6 even has some nature slogging in it too.
The only thing I could think of that you should absolutely not allow, is a worshiper of Urgathoa as they would then come into direct conflict with their god. However, you could always replace the Urgathoa elements with the Horsemen of Pestilence (basically the Daemon equivalent of a Demon Lord or Archduke).
As for little tips, I suggest reading the entire AP if you can, and make notes on various things that are introduced. When I ran the AP, the introduction of the Grey Maidens seemed very abrupt to me (I didn't get all of the books at once so I was running it as I got the books). Slowly trickling the idea of the Grey Maidens can help player immersion into the game.