This is the walkthrough I wrote for Ico. It is divided up into many sections so as to avoid you accidentally reading ahead of where you are in the game. I think Ico is well enough designed that you should never need to read a walkthrough to complete it, but I also noticed that the few walkthroughs that were available at the time I wrote this were not very good, so I figured if you are going to read one, there may as well be a decent one. However I would recommend not reading it unless your only alternative is to stop playing the game.
Use the links on the left to view the different sections of the walkthrough. The links within the text of each section link to screenshots with more detailed explanations of specific parts.