It’s easy enough to run straight through a skirmish from start to finish, but if you don’t look around a little you’ll miss out on some bonus content. Each skirmish has at least one “encounter”, an optional, tough boss that will earn you a great reward if you can beat them. In most cases the skirmish will draw attention to the encounter’s existence, although you may have to look in the right place or pick up a few items before this occurs. These fights will show up outside of aggro range so you can ignore them if you’re not feeling confident, but it’s a good idea to try to fight them unless you’re really struggling through the skirmish. There’s also a large variety of them, so don’t expect to see the same encounter every time you play a skirmish.

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Just remember that the skirmish doesn’t stop while you fight an encounter boss. So if you’re, for example, about to fight off a counterattack, taking on an encounter will end up with you fighting a tough boss, a wave of normal enemies, and possibly a lieutenant as well. This is a recipe for disaster, so be sure things have calmed down before you start an encounter. If you’re careful, they should be easy.
Finally, you’ll discover that there are a large number of deeds associated with skirmishes, all related to either defeating a certain type of lieutenant a number of times or completing a number of different encounters. You can’t really go out of your way to complete these, but keep an eye on them and you’ll find that they’ll be completed naturally. If you skirmish on a regular basis they’ll be done before you know it, and they’ll help you to really rake in the rewards that skirmishes have to offer.