The game gives you small hints about this kind of stuff. However, the hints are well hidden and subtile. For instance the dung bomb is one of the items, which you get in the blue box, if you start a rathian quest. The poison knifes in the uragaan quest are another hint. Or the sonic bomb in the Peco, Diablos or agnaktor quest.

This weekend I finished my last offline quest. Now only the arena challenges are left. But I suck in the arena ...

More than that, the NPC's will tell you. That's how i learned about Dung Bombs, the village chief told me at one point "some monsters will try to feed on you, but a dung bomb'll stop 'em"

hey a couple of questions: I wanna upgrade my sword, but I need a great Baggi hide, but I don't find it, even if I kill him... how do I find it?

another is what is an easy/fast way to get armor spheres, adv and plus?

I had plus and normal a lot in the beggining of the game, but now I need them and I lack of them.... how do I get them?

For the Baggi, I think it just boils down to luck: keep at it and he'll cough one up eventually.

For the armor spheres, you can easily get the Plus versions by mining in the Volcano.  Sometimes you'll get an Advanced Sphere that way too, but the more certain way is to trade for one with the Argosy captain.  It's a two-star item.

and what about the average ones?

Mining in the volcano gets you those too.

I sort of figured out that the items given to me for a quest would be appropriate, I just did not know why. For instance, I thought the Dung Bombs were to throw at the Rathian to scare away the minor monsters that often get in the way of fighting the main boss. Oh well, live and learn...

You are right, I have gotten alot of information from the NPCs, like how to make Dash Juice, but I missed the one about Dung Bombs. I guess I have to talk to them more often...

Will anyone be about this evening? I'm gunning for rank 39 and would like help once i get there (given that its a pairing of two of the broken 4 that i have to face)