Stealth is a highly valuable game mechanic when you are trying to take down some tough enemies or just a large amount of enemies in a single area. Stealth is pretty easy to get your head around and the game will give you a tutorial at the very start of the game that explains how it works.
Press L3 to trigger stealth mode. This will cause Aloy to crouch down and make less noise while moving around. This will let you sneak up behind enemies and perform an attack, of if you have the ability unlocked, override an enemy.
When it comes to making your way through areas with enemies without alerting them, keep an eye out for the tall red grass. Even though, it is pretty easy to see Aloy, enemies rarely spot you, even if they are practically standing on top of you.
The skill tree in Horizon Zero Dawn has a few options that will make stealth a lot more attractive to those who love to run around with guns blazing. The stealth strike skill will allow you to perform a silent strike from the tall grass on an enemy that is unaware of your presence. This will let you take down most small enemies in 1 hit and cause major damage to any of the larger enemies in the game.