While not engraved in stone, a good way to start is follow your quest lines. At the
beginning you should have one quest, which is to warn the garrisons and to find the
mayor of fantrima. The mayor gives you a quest to find the druid, and Septempris(sp?)
gives you a quest to "rescue someone who needs rescuing."
I'd recommend going to see the druid first. This will give you approximately enough
gold and experience to be able to take on goblins without problems(by the time you get
there and back, and are able to purchase better weapons/armor, that is). The druid will
then give you a quest to locate a book, which you will have to return to Fantrima to
learn its whereabouts. From Fantrima you can learn about the person who needs rescuing,
as well as where the book is located. You should be approximately strong enough to do
both quests, so go ahead and complete them.
Septempris then gives you a quest to the ghost swamp, and the druid tells you to get the
bridge finished. Yadda yadda yadda.
There are side quests and things to do, but from the experiences I've had, if you follow
the quest lines, they are fairly well structured to get you the experience/gold in order
to complete the next available one.
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Shoot 'em with everything you've got. If anything still lives, shoot 'em again.