mrkgnao: Still playing but read somewhere you should not drop keys. I believe you're supposed to use the Bank to safely store extra items. That's what I do.
Nirth: Is it early on you can find the bank or is that a middle or end-game feature?
Very early on. It is not far from the first merchant.
EDIT: To elaborate, as you have asked me to:
- From the central saving point, walk two blocks to the right, then one block up.
- As you enter the block (from below), you will reach a lock.
- Activating the lock will raise a pair of doors to the right.
- Beyond the doors, is a cashier-type of guy that, after some conversation, will sell you a "Harnabank Key" for a one time fee of 100 coins.
- Just to the right of the cashier, is a big blue door, the bank itself, which you can enter once you bought the key.
- Inside, you can drop items at will, safe from thieves.
- Note that when you leave the bank, the pair of doors will have dropped down (a bug?), so the only way out is to use some teleporting device (e.g. the halo).