How should you adjust your strategy in a closed setup, compared to what it would be in an open setup?

E.g. let's say you don't know what kind of werewolves are in the game, or what roles, items, etc. exist. How should that affect your strategy?

Let's split our strat into 2 parts:

1. Night actions

Quite frankly, the strategy for night actions remains largely the same for all roles. Play to your strengths by making logical visits.

2. Day chat

For the early game, the main difference between an open setup and closed setup is that you don't have a definite explanation to the events occurring at night (e.g. night kills), so at this point, some level of speculation on the possible scenarios is a good way to start the conversation.

One issue I've had with other players is that they tend to take this speculation business and beat it like a dead horse. In an ideal situation, you probably start a discussion with another person, come up with a few scenarios, pick what you think is likely (hopefully you disagree with the other person) and try to argue your case, while trying to pick out any inconsistencies in the other person's argument which might indicate them being evil. Of course, a lot of this also boils down to the individual's playstyle, so you'd have to be careful about it.

Apart from that, closed setups are meant to help out evil factions more, because it removes the restriction of having to claim a role within the setup list, while also hiding the line up of said factions, which makes it tougher for the village to find said evils. Of course, a coven member claiming TR in a closed setup on D6 will be mocked and ridiculed (as they should be ;) ), but a well-executed Illuminati Leader claim by a wolf can work wonders.