In old school Dungeons & Dragons the endgame was to find a hex somewhere near the edge of the map, clear out the kobolds, build a keep, and start attracting retainers. It's nice to have a goal. Pathfinder: Kingmaker is an honest recreation of that ancient dream, but it's also about what comes out after, how you deal with the difficulties that arise once you settle down and start raising a family of henchmen/henchwomen of your own.
The other way Kingmaker is like old school Dungeons & Dragons is that some of its decisions are a bit baffling and it assumes you know how to play before you even begin. Here are 11 things I wish I'd known before I started.
1. Buy a bag of holding or two
When the party is together spare inventory weight is spread equally among them. Once you get back to town you'll be controlling just the one character, who will immediately be weighed down by all that half-plate you were planning to sell. Make sure to buy at least one bag of holding as soon as you can. Several merchants carry them and they shave 200 pounds off your encumbrance.
2. Save your BP but also know you can buy more
Once you unlock the kingdom management side of things a tutorial will take you through how to spend Build Points on construction. Feel free to plonk down six or seven buildings, but don't feel the need to fill every slot straight away. The next section of the tutorial will teach you how to add another region to your barony and will expect you to have 150 BP left over to spend on that. Don't be like Muggins here and put a business in every slot then run out of BP. If you do come short though, know that Hassuf, a merchant in your capital, sells BP for 80 gold each.
3. Don't stab swarms
A hint about this has been patched in so future players don't go to Fangberry Cave and get their asses handed to them by spider swarms like the rest of us did, but in case you missed it, enemies of the swarm type can only be damaged by area-of-effect attacks. If you've got the Burning Hands spell that will do the trick, as will throwing flasks of alchemist's fire or acid. Apparently equipping torches as weapons works too.
4. Persuasion is for diplomacy checks
Diplomacy checks pop up in conversation frequently, because diplomacy is the kind of thing barons do a lot of. There's no diplomacy skill on your character sheet, though. In Pathfinder diplomacy is handled by the Persuasion skill, as are bluff checks for when you outright lie (those seem rarer but I've encountered a couple). Sometimes your main character will need to make diplomacy checks when the rest of the party's absent, so it's worth having the leader also be the face and put some points into Persuasion. I'd recommend putting some points into Athletics and Mobility as well, if you can afford it, for one specific encounter.
5. Buy camping supplies and rations before dungeoneering
When you make camp everybody needs to be fed. In the wilderness you can just send someone off hunting if they've got the Lore (Nature) skill, like faithful barbarian Amiri. It adds several hours to the rest time, but saves on rations. Underground you can't go hunting though, so if you like to rest to get your spells back on the regular buy some camping supplies and rations when a dungeon crawl is on the cards. They're heavy items, but that's why you bought bags of holding.
6. Beware the difficulty spikes
Kingmaker has a robust set of difficulty options, which is great. You can toggle things to make your own bespoke difficulty setting, but you will inevitably hit some hitches. Sometimes Kingmaker gives warning that fights are going to be above your pay grade, as when a huge reptilian crag linnorm appears in a cave and you have time to nope right back out of it. But then at other times you don't get that option, and if you made camp at level two and were awoken by an unkillable demilich name Viscount Smoulderburn you'll know what I'm talking about. Quicksave is on F5 and you'll need to abuse it.
7. You can manage your kingdom on the road
On the map screen there's a button in the bottom right that takes you directly to the kingdom interface without needing to walk back home. An exclamation mark will appear when a new event appears or an existing one's been completed. Sometimes you'll need to be present for a meeting or message, but a lot of decisions can be made while adventuring, so long as you're within the borders of a region you control.
8. Grayed-out dialogue sometimes hides new options
Once you've selected a dialogue option it turns gray. In some cases it turns black again if there's reason to retry it, as with the Storyteller when you find new relics or artifact pieces for him to inspect. And then sometimes it doesn't. If you're stuck on the quest that involves following a trail that vanishes at the edge of the map, turn around and go back to the village. Someone there has new dialogue for you, but it may be hidden behind a grayed-out line if you've asked them about the topic before.
9. Some companions are late bloomers
When you recruit Octavia she's split between Rogue and Wizard, making her a less-optimal choice than a character who stuck with one or the other. But give her a few more Wizard levels and the feat that increases sneak attack damage and she'll unlock a prestige class called Arcane Trickster that's all about using ranged spells for sneak attacks.
Valerie is another companion who is sub-optimal at first, a Fighter subtype called the Tower Shield Specialist who needs a few levels to unlock an ability that cancels out the to-hit penalty of a tower shield (before that she's actually better off with a normal shield). With feats and items to boost her armor class and three points in Mobility to get the most out of the Fight Defensively maneuver she becomes an OK tank—although never a great one because Pathfinder has no abilities for attracting aggro and, since you're not moving on a grid, trying to block with her involves guesswork.
10. 30 days hath Mumbletember
The deadline for dealing with events is always the end of the current month. Golarion's calendar has 12 months and the number in brackets after the month's name helpfully tells you which one it is. Every month has the same number of days as the corresponding Earth month. Sometimes the advisor you need to deal with a specific event will be dealing with another one for 10 days and it's the 20th of Goobertober already and what do you do? Relax, look up a Golarion calendar on the internet if you need to, and press the skip day button until an advisor is free. Most events repeat frequently so if you miss one labeled "opportunity" it'll come up again. Concentrate on the ones that say "problem" as there will be penalties for ignoring those.
11. Ask for the summary
Some NPCs offer to give you the short version of whatever lump of exposition they've just spat out. Don't worry about offending anyone by taking them up on that offer. In one case involving a gnome and a trip to another dimension the information you need to solve a puzzle will be gated behind the For Dummies version of his speech, so go ahead and ask for it.