Select the chapter or view the game index.
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Puzzle Quest Walkthrough Menu
The menu can be accessed like most other things by clicking your portrait at the top left.
Here you will see the item we just received, already automatically equipped in our "Weapons" slot. You may equip a helmet, an armor, a weapon and a misc item at once.
You can also access a variety of other tabs like Companions but you won't have much use of them right now as you travel alone.
Once done, travel back to the castle.