Commander Brage can be found to the west of the city of Nashkel. He will ask you a riddle. If you answer his riddle correctly he will give himself up to you. The answer is "Death".
When you get to Mulahey's cavern in Nashkel mines, he will summon a bunch of skeletons to attack you. Take your best fighter and send him to block off the passage to the north. This is where the skeletons will come from. If he has the passage blocked off he can fight the skeletons a couple at a time and defeat them while your other characters take out Mulahey. Do not spare his life, you have to kill him.
To find the bandit camp go to the Feldpost Inn in Beregost. On the second floor is a mage named Tranzig. If you attack him he will try to surrender and give you the location of the bandit camp. You will see the game say "map has been updated" or something like that. Now the bandit camp will be a section on your area map.
At the bandit camp you do not need to kill all the bandits. Your goal is to grab the letters and run. Stay away from Tazok if you are not strong enough to beat him. He can take a lot of damage and has very good saving throws, so don't use spells that have a saving throw option against him. Tazok will make another appearance later in the game.
Whenever you are in Ettercap country make sure you check for traps. If a player sets off an Ettercap trap all he can do is wait until he is free (or use a Dispel Magic spell if you have it handy). Good luck.
You will meet an elven thief named Coran in a section southwest of the Friendly Arms Inn. He will want you to hunt some wyverns with him. If you do not find one in ten days he will leave your group. There are some south of the city of Baldur's Gate.
In chapter 5 there are a lot of characters that need you to get them things, here are some of them:
Get "The History of the Unicorn Run" from Bentley Mirrorshade at the Friendly Arm Inn.
You can usually pickpocket Amnish soldiers for these. They can also be found on monsters and in chests at random places.
Can be found on the body of the basilisk in one of the buildings on the BG City harbor map (a warehouse if I remember right).
Along the coast you'll find a ship. Search the ship to find his ring. He will tell you to do this so it's pretty easy.
You need a book worth at least 5000 gold to get back in Candlekeep. Duke Eltan will give you this in Baldur's Gate.
The answer to Ned's riddle is "33 children".
At the attack at the duke's Party in chapter 7 Sarevok will show up with three friends:
Samej - a mage that uses offensive spells, mirror images, and is immune to normal missile attacks.
Angelo - a fighter/mage who uses haste spells and fires exploding and poisoned arrows very quickly. He is also immune to normal missile attacks.
Tazok - is just plain bad, lots of hit points and strength. Good luck.
All are immune to fire attacks. You should concentrate on these three guys and not Sarevok himself. Try to take out Angelo first as he helps the other two with spells. Try using magic arrows and lots of potions.
The final battle is very, very tough. Sarevok is immune to all magical attacks and fire. Drink every potion you can find. A good thing to try is to give your thief a Stone giant strength potion and have him try to backstab Sarevok.