There are some general attributes to the dungeon that can be observed in most renditions. For example, while you can walk on floor-assigned tiles, chances are that you won't be able to pick some things up (though you can in some cases if you get close enough).
Also, the walkable tiles can bar travel of some things including: Magic Rod fire, arrows, enemy fire, etc. You'll have to test walls if you want to see what they all do. For example, Link can grab onto nothing in the pic on the right. While this might seem kinda lame at
first, rest assured that there are some benefits sometimes: you may be able to shoot an arrow over unwalkable tiles to make a chest appear, for example.
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The real reason to explore the dungeons is for treasure, of course. While most chests contain snippets of text and some graphics (though giving you nothing), a select few give you items. You can check out what's
obtainable in each dungeon by visiting the respective page for the dungeon on this site. (work-in-progress....) What's awesome is that the chests never count as becoming empty - if you scroll over and back a screen, the chest is refilled with the same item! This means that you can always come back and stock up on things like Rupees, Seashells, or Medicine.
There is a catch, however: if you empty a chest on the normal gameplay, the chest WILL forever be empty. Thus, dungeons are best explored before you touch any chest contents while playing normally.
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Also, all small keys dropped from above will become Golden Leaves. While it's cool to collect all five, it's not recommended to go further. After 5 leaves, the next dropped feather will become the Slime Key, but I'm pretty sure it doesn't unlock the Slime Gate. Even if you go and dig up the real slime key, it will be a Golden Leaf, so the only safe way to obtain the Slime Key is to get 5, visit Richard, and dig up the key legitimately.
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Watch out for enemies. The best thing to have is a good memory and a few playthroughs under your belt. Most enemies will be glitched, so knowing what's what requires a knowledge of the game. Also, some enemies can be partially or completely invisible (like these Pairodd in the picture), so be careful.
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One last thing: avoid Instrument, Mini-Boss, and Nightmare rooms. Instrument Rooms are usually sealed on the left, right, and bottom no matter what the tileset. It might be tempting to get the instrument, but doing so will make Link vanish and the game to stop, forcing you to turn off the game. Mini-bosses and Nightmares have the same wall restrictions. While you can defeat Nightmares to score Heart Containers, if you kill a Mini-Boss, the game will freeze, so escape instead of fighting.
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You'll likely find out much, much more from your own exploration, so get to it! Good luck, and have fun exploring the most random and bizarre dungeon in Zelda history!