Hi! Without giving too much away:
1) The beast needs to be chased down in a single night. It can't run away the 5th time you fight it in one night.
2) The lamp is in the mine, you have to find your way through the dark to get it.
3) All the items you can get are optional side objectives which may help you. There are 4 main objectives before the finale (which will be near the start). Each person you meet who will join the party has one, and there another given by a shepherd where you must return stolen goods to their graves.
Hope that helps!