Problems one runs into as a rogue.
Rogue Issues
The broad skillsets and handful of special abilities inherent in the Rogue class are not always terribly useful, and sometimes can work against an unaware adventurer
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Party Mistrust
As mentioned in the Tactics entry about Rogues, nobody in your party will trust you. Normally this just means you are never left on watch by yourself. Other times this means that you will not have the opportunity to scout out locations prior to the party’s operations there.
Especially in a gameworld rich with magic an adventuring party will fear that the Rogue will be detected by spellcasters with True Sight or one of the Detect Alignment spells and consequently get killed where the party cannot help him. These are, to a degree, legitimate concerns.
Remember that so long as the Rogue is careful, even if detected he will have an escape route. So long as the Rogue does not compromise his escape route by acting foolishly there is no particular reason he will not survive a scouting expedition and return safely.
This leads to another problem. Many situations can be defused entirely with a little lateral thinking and the liberal application of a couple of skills. Guards need not be defeated in combat when they can be snuck around. Paperwork that implicates a noble in some treachery can be destroyed or stolen. A sleeping enemy can be dealt with quickly and silently. Knowing this, your party or DM may discourage solo trips by the party Rogue. In the right hands, many situations don’t require a whole party of adventurers. All you really need is a rogue. To prevent this, try to avoid single-handedly foiling your enemies. Let your party members feel valuable.
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Constructs & Such
Intelligent creatures are a rogue’s best targets. They are smart enough to be tricked. This is not so with the unintelligent undead, Golems, and creatures with “animal intelligence.”
Also bear in mind that Bluff and Sense Motive checks operate at a penalty against non-humanoids (and other intelligent creatures with alien mindsets). “Look, your shoe’s untied!” doesn’t translate well for a Beholder.
Similarly, some creatures (notably constructs and undead) are simply not subject to critical hits or Sneak Attacks due to the nature of their anatomies. Flank a Stone Golem all you like, you’ll never get Sneak Attack damage on it.
Against foes such as these, use your head and your feet. Stay the heck out of the combat and fight another day. Know your limitations.
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Fairy Fire
There’s nothing quite like having your day ruined by a bright nimbus of light emanating from you. Fairy Fire highlights exactly where you are, making attempts at sneakiness futile. If you’re in this uncomfortable position, get comfortable with flanking because that’s the only way you’ll get any sneak attacks in for a while.
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Low Hit Points
Wake up, you ninny! You’ve only got 1d6 hit points. Don’t act like a fighter. Sure, keep a fighter around for tangling with constructs and critters, but don’t try to become one. Keep this in mind and you’ll be appropriately smart. It’s your strong suit.