Main, Cosmetics opens categories such as Hats, Boots, Baths, Bags, Spells, and Avatars (pals and variants). Equip items from these menus. Locked entries stay locked until you unlock them through play.
Venture Pals doesn't explain unlocks in the UI. Try different activities — skills, crafting, rest, washing, combat, and care. Cosmetics and extras appear as you go.
Steam achievements are hidden until you earn them. After you unlock one, Steam shows a description of what you did.
Spells: equip a spell from Cosmetics, Spells. Your pal uses the equipped spell in combat. You start with a basic flame spell. Other spells appear through play.
