Personally, I like a game that has a Hint system, instead of a full blown walk through. When you are chasing your tail, trying to figure something out and 'you tried everything', it is nice to have a ' hey, go check this area at X time or try talking to X person'. Having a 'go here, do this, go there do that, click this talk option' just takes all of the fun out exploring/experiencing a game.
If a game is convoluted and complex enough that a walk through is nearly mandatory, I just pass on by those games. Playing a 'guess the Dev's logic' isn't interesting or fun to me.
Never heard of a walkthrough mod, but I wouldn't prefer it over a PDF or even a TXT. There's some old-school charm to be had stumbling around a confusingly designed JRPG world or a game with PS3 graphics with only a text manual to guide you.
I have seen walk through mods on occasion, pretty much all of them were for Renpy games. There may be walk through mods for other engines, I just haven't seen (or used) any. Think of them as similar to a PDF walk through, just integrated into every choice and action the game presents.
The ones I have seen were usually edited choices that tell you what a particular option needs or which option provides the better outcome. If there are options that lock out certain characters or enables certain options, they are listed as a choose this option or this other option to romance character X.
The ones I have seen usually look something akin to this:
Choices:
1. Fuck (Starts MC on submissive sissy path)
2. Fight. (Locks out romance path with NPC)
3. Hold the Light. (Starts normal romance path)