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The swamp is fairly straightforward, except for a little fork in the road halfway through, but I'd advise taking either way and then going back for the other just for the extra experience points. Both paths end up in the same spot, as you can see on the map. Your eventual goal is to enter the cave to the far north in pursuit of Gao the Lesser.
1 - Arrival
You'll enter the marshlands surrounding the Two Rivers Village at this location.
2 - Merchant Hing
Three outlaws are attacking a man named Merchant Hing at the front of this dilapitated hut. They'll turn their attention on you when you show up, but you shouldn't have any problem wiping out the lot of them. When the battle concludes, speak with Merchant Hing to learn that the outlaws have stolen "his beautiful Fen." He's worried they'll work her to death or even eat her and wants you to do something about it. You have three dialogue choices - agree to help him for Open Palm points, stay neutral about the situation, or insult him and scoff at his pathetic nature for Closed Fist points.
3 - Spirit Font
Meditating at a Spirit Font will restore all of your character's Health and Chi.
4 - Bamboo Cask
The bamboo cask at the back of this building contains a small amount of silver.
5 - Sagacious Zu
Meet your second follower, the reluctant Sagacious Zu. After watching a brief cutscene demonstrating Zu's melee prowess, the two of you will enter dialogue that eventually leads to him offering to aid you here in the swamp. He's a good addition on your way to find Dawn Star, as he has the fairly useful support ability of giving you additional weapon damage when you use a weapon style.
After picking him up, search the area and then take the rightmost path first. When you reach the top of that path, circle back to the left path and defeat the extra enemies there.
6 - Bones
Search this pile of bones to uncover a small amount of silver.
7 - Scrollstand
The text on this scrollstand is entitled Jade Empire Bestiary, Volume 1.
8 - Sing Wa / Fen
Three of Gao's mercenaries are threatening a woman named Sing Wa in this section of the swamp. Once you've dealt with them, the woman will thank you for saving her. Apparently these mercenaries killed the bandits that had raided Hing's wagon, though they her any better.
When you mention Fen, Sing Wa will become angry that Hing sent you here looking for Fen. Before you can figure out what's going on, Hing will show up and Fen (the ox that pulls his wagon) will walk up to him from the marsh. Sing Wa isn't very happy to see that her husband cared about the ox's safety more than hers and a humorous exchange will occur. When they wander off, you'll receive 250 silver pieces as a reward and 125 experience points.
9 - Bones
Sift through this pile of bones to loot some extra silver.
10 - Mercenaries and Outlaws
As you cross this bridge, you'll find yourself between two of Gao's mercenaries and two outlaws. These four aren't any more difficult than the last few you've battled, so you shouldn't have any issues.
11 - Gao's Mercenaries
Four more of Gao's mercenaries guard the outskirts of the cave to the north. When they've all been put down, you'll have the opportunity to interrogate one of them about the whereabouts of Dawn Star and what Gao has planned for her. When you've learned everything you can, you can either choose to let him go for a shift toward the Open Palm slay him for a shift toward the Closed Fist.
12 - Bones
This pile of bones can be searche for a pile of silver and a random essence gem (such as a Scholar's Gem of Forethought).
13 - Flying Mosquito
After you have rescued Dawn Star from the Swamp Cave, you will use this flying device to return to Two Rivers. The flight there is dangerous, however, which means you'll have to navigate your way through the first of the game's thirteen Flyer Missions before you can safely land.
14 - Bamboo Casks
One of these bamboo casks is trapped, so your character will either evade it or suffer their first taste of trap damage. Inside the trapped cask is a Gem of Irresistible Spirit, while the other contains some silver and a random essence gem (such as an Inferior Charm Gem).
15 - Exit
This opening leads into the Swamp Cave, where you believe Gao the Lesser has taken Dawn Star.