First of all, I'm liking the game so far.
Second, I noticed a bug where I would move from one area to another, but it would move me between mountains (when leaving to the right the town area where yo find Lady Molly) and between water (somehow by leaving to the left of your base). I noticed this mostly happens when you have coordinates to something up, and have had to load from a previous save file just to exit. This bug/error keeps you at the edge of the mountain/water and you can only enter/exit from that spot to one other area and back. Forgive me if I'm not explaining it well enough. I don't mind reloading a save; the bug just makes gameplay annoying.
Third, not sure if you're suppsed to find out about her from the town/city? Lady Molly is in, or from another town/city, but you come across a thief in the area past Aernum and she mentions that the guards must have sent you to her or something. I either missed something in previous dialogues, or I was suppose to find out about what she's done elsewhere (I have yet to travel to any town/city apart from Lady Molly's).
On a side note, it's a shame that none of the party members follow you around, even if only the tamed wolf would be able to do so. I'm just a big fan of seeing companions follow my character around, especially pets and the like. XD