Talk to the dragon in the ruins (outside the dungeon).
* You can recruit allies here. If you do this at the start, you can afford 3 companions; if you wait, you won't be able to afford them until later, as the cost increase from leveling up outstrips the money you get for a while.)
* No bags of holing, but I believe the dragon sells bags of holding. Note that these don't act as containers the way they usually do in these sort of games; rather, the bag is treated as an item with negative weight. (Also note that you probably don't need them in BtSL, as you can return to town easily at any time, and you don't even need to climb through previous levels to do so.)

Also, the "point where there are skeletons on fire" does not exist in any stable manner, as this game mode is randomized. What happened is that the game, on generating the floor, generated a floor where the enemies are on fire, and chose to generate skeletons on that floor. On your next playthrough, this combination may appear on a different floor or not at all.