Break every box and barrel you see in town. Just because you're a possible
heir to the throne doesn't mean you shouldn't be seen going through the
garbage!
The easy way to finding the Bachannal: go to the Tavern in Lower Gladstone
and take Mauri's key. With it, you can let yourself into the sewers.
You'll have to fight a few rat men and the occasional thug, but you'll
find the Thieves' Guild down there.
If you're a mage, buy yourself at least one cold spell before you head
into the volcanic caves. It pays off. If you're a thief, a cat's ring is a
wise investment!