I always try and get all the characters as soon as I can, rather than just staying in one area. Gwen and Mathias are pretty easy to find. Alexia is only a little harder. Simeon is only a little harder than that, but the mines are a bit mazelike.
I also take it upon myself to visit the graveyard and forest quite a bit in order to loot all the graves and remains and stuff. You can get some good gear that way. And even when you don't get good gear, you can sell what you do find and slowly build up a good gold stash.
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