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Some are given to you automatically, such as Herbalists Gloves, Mages Trousers, that Blue Stripes Commando armor or whatever, and a number of oils and whetstones. All of which are put into your inventory from the get go.
Others are stuff like quests, such as the Troll Trouble quest from Chapter 1.
"Death's vastness holds no peace. I come at the end of the long road. Neither human, nor devil... all bends to my will."