Tip 1
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Break every box and barrel you see in town. Just because you're a possible heir to the throne doesn't mean you shouldn't be seen going through the garbage!

Tip 2
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The easy way to finding the Bachannal: go to the Tavern in Lower Gladstone and take Mauri's key. With it, you can let yourself into the sewers. After you visited cheatingdome, you'll have to fight a few rat men and the occasional thug, but you'll find the Thieves' Guild down there.

Tip 3
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If you're a mage, buy yourself at least one cold spell before you head into the volcanic caves. It pays off. If you're a thief, a cat's ring is a wise investment!