Truth be told, this happened to me with both Yakuza 4 and 5 alone.
0 is the first game were I actually managed to finish the story...it helps that you only have two playable characters and you switch every two chapters.
In the other games, getting to the point were you'd switch to the next characters meant not being able to finish any of your current character's sidequests until the endgame/post game. So I tried to do everything before that point and eventually just gave up.
Speaking of, I'm almost done with both Real Estate and Cabaret Club, having only one more bad guy to take care of in both games and while I love them, I could've never done them in a single chapter like some people have here.
Edit: The Disco Dance minigame just suddenly clicked for me at one point. No steady improvement of my skills, it went from never hitting anything to getting extreme combos.
Ogita still kicked my ass a bunch of times, you're pretty much at the whims of the RNG with him.
Yeah. I almost got burned with the cabaret since I did almost everything at once.
In Kiryu Real State there's a story lock at least, you can't complete it once it opens. The cabaret you can finish as soon as it opens.
Also, the Disco minigame is addictive once it clicks. I adapted myself pretty well at it mostly because I play other rhythm games where guiding yourself by what's happening on the screen is a big mistake =P