The first thing a player needs to understand about Three Towns is that it may be more difficult than other modules or persistent worlds. The enemies are custom-designed to be challenging but not stupidly overpowered, many changes have been made to otherwise buggy and unbalanced spells and systems, and the difficulty in getting metal-based gear can be daunting, especially at the start of your career. Encounters are not scaled to the level and number of the adventurers who may come across them; they simply exist where they exist, and if your new character winds up in over his head, it's probably because he stumbled into an area where overpowering enemies were present, not because of a fault with a spawner. Chalk it up to experience and make a note to return later, or with a larger group, or both.
Monsters in Three Towns are all custom-created, and with the exception of certain very weak or very strong monsters, all have character classes and intelligently chosen skills and feats and 75% to 100% of their maximum possible hit points, as opposed to the NWN standard of 50%.
Three Towns runs using the D&D Hardcore Rules difficulty setting. This means that monsters and NPC's can and will critical hit, use talents like knockdown and disarm, and generally defend themselves to the best of their poor code-controlled ability. Three Towns is primarily full PvP, which means that not only might you want to keep an eye out on other players who may not have your best interests in mind, but you should be careful about where you toss that fireball, unless you don't mind crisping your teammates along with the enemy.
Because of the difficulty in Three Towns, it will be greatly to your benefit as a player to have a solid handle on "strong" character design. This means that while your halfling bard with base 13 in all attributes may have done fine in the single-player game, your experience in Three Towns may be somewhat unpleasant. The idea of min-maxing, or optimizing your character design, may be an anaethma to many members of the roleplaying community, it is nevertheless valid and, due to its very existence, governs the path a module design may take. A world designed for "average" characters will be a joke to min-maxed characters when it comes to combat, and unlike in a real pen and paper game, there are almost no counterbalances to this optimization.
To help prospective players design strong characters, here are some general hints. These hints are based on the experience and viewpoints of the builders of Three Towns, and of course are not holy writ by any means.
THE FIRST VENDOR
The first vendor you will encounter is actually two vendors; the Entry Daemon provides general goods at one price, and metal-heavy goods at a higher price. Our general recommendation is that you determine what metal-heavy things you require and make sure you buy them first. You can always pick up the nonmetal goods later, albeit at a higher price, but certain metal-heavy items will not be available at all until you bring in enough salvage for the Guild of Smiths. Make sure you have one o those two-handed swords you put focus into, and worry about buying your accessory longbow later.
GETTING ENOUGH MONEY
Some early testers of Three Towns complained that there was not enough money for basic supplies. I've never found this to be the case, but I'm a notorious miser. Nevertheless, low level creatures drop a fair bit of coin and some nifty items, and you can do relatively well financially in Three Towns if you play smart.
However, you should never expect to become a tycoon in Three Towns like you can in the single player game. For one thing, Three Towns is a fairly poverty-stricken setting, and the merchants will sell high and buy low, especially if you're forced to deal on the black market. In addition, the gate guards will look over your equipment most thoroughly when you seek entrance, and charge you a head tax according to what you're carrying if they deem you wealthy enough to afford it. The head tax should never be outrageous relative to what you own, but a little tax every time you go into town will add up, forcing you to plan your town trips and keeping the game economy from exploding too quickly.
Pick up everything, be thrifty, and invest in a couple of magic bags so you can haul more loot (especially scrap metal). You will never be as rich as you migh think you should be, but you'll be rich enough to do what you need. If you find yourself going broke from constantly buying an infinite number of healing kits which you "need" to fight the things you're going for, you probably don't really "need" to be going after something that difficult in the first place.
Three Towns' variable saving system means that we can save an infinite number of quests states and such on your character, even between server restarts and the occasional crash. Quests are not given out in Three Towns by level; no one will say, "Sorry, I can't give this quest to a level 4." Just because you get a quest as soon as you materialize in Three Towns doesn't mean you'll be able to complete it anytime soon. However, go ahead and get as many quests as you can find; your journal will be updated and keep you current on what you have cooking (yes, even between restarts).