Always check with the traders in every town you visit as they each have their own rotating inventory which rotates each day. Traders sometimes sell rare materials along with their usual wares which makes checking them important. If you can get yellow-grade materials from them you will be saving youself time down the line if you are aiming to craft top-tier weapons.
Either purchase or make the Gold Crown as soon as you can and have it in one of your accessory slots. The Gold Crown attracts items towards you and is just too useful to not have equipped.
Take advantage of fast travel whenever you can to save time. Any area of the map you have revealed at any point in time can be seen by any character you play. The only restriction on your fast traveling is whether the area you are going to is under enemy control.
Red Hare Mount:
This horse has a red mane, is extremely fast and has high stamina. To unlock it for purchase at the stable vendors for 100,000 gold you must complete Story mode for Dong Zhuo, Guan Yu, and Lu Bu.
To unlock this horse that is famous for carrying Cao Cao to safety during his flight from Wan Castle you must clear Cao Cao's story. Shadow Runner has very high stamina once at max level.