It's not that easy to describe, indeed....
Sleeping bags and like that. One is sold in Naiadia, but only at 25 rank. Rug can be found in gnomish desert, first turn south on eastern when moved from NewThalos to Pal. But it's easy to get lost there
. Dwarven sleeping roll is on the way to qualinost, You wont mess it.
Orbs with protection good/evil (handy most times). Prot evil is in forest south from Kalaman, first way down near fishes. Worm has it. Prot good is nearby 2 centaurs soldiers, north from them. That place is somewhere like 4s2es2ed {op w} w {op d} d and so on to south-west-down. Worm once again.
Potions. Fly and Detect invis is from Kalaman. Invis from Palanthas. Invis 'for free' can be found in secret place on road to Qualinost. Wands with slow (weak) are from Kalaman. Free pills with fly are from grove south from Nethosak. Pass door is either from ogre catacombs, south from Arkham or from Sla-Mori.
Adventures.... It's for heroes....
When somebody takes You to group, just look what they do and what they advise You. Then You can study certain things from them. It's all too hard to explain, way better to answer direct questions and consider real situations than write a large theory here.
About where and how to exp. Areas were mentioned before. I doubt it's interesting to write which mobs to kill, and how to do this - You can find it out Yourself and that will helps You to understand what and why happens.
Please, write exact questions here, and You'll get detailed answers I think
But guide would be *too* large and full of theory.