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The only time I have ever made it out of the first dungeon was as I chose the ebony dagger...
How in oblivion are you supposed to defeat that dammed imp if you have no weapon that can harm him and your magicka runs out more quickly than his health?

It's the default choice for sure.

I have, and it took me two weeks to defeat that imp. In-game time of course.

Always better to take it for sure.

The imp can be by-passed, if you sneak past the door and carry on upwards. Steel items can generally be found once you reach 2nd or 3rd level and therefore you can return to kill it.

I usually go for the ebony dagger anyway, because it solves a lot of similar problems if you run into something you can't otherwise hit. And then you can sell it.

I certainly wasn't able too. That little dagger won me more fights in the starting dungeon than my trusty mace. I suppose it's partly my fault for going with the Healer class, but still, it's a handy thing to have.

It's been awhile since I played it (had it downloaded on my old laptop, still need to get it on my new one), but if I recall correctly, throughout the beginning choices I somehow had... two Ebony daggers.
Without them I wouldn't have been able to get out of the beginning dungeon, to be honest. xD

Omg, I had a terrible time with the first dungeon my first time, but didn't know about much, just wasd was too move. I had to look at the button configurations and severely modified them. BUT, that imp wasn't hard...unless you have max "reflexes" (difficulty). I only needed steel quality items to kill it. Now my first item was a iron broad sword on a custom character. Since I made my third restart of the game (never finished) and went through the most custom character I've ever made and explored every possible nook and cranny of customization, the ebony dagger(s) [spawned with 2] have been so useful. Although having not-so reliable frames per second doesn't help.

Though i always take ebony dagger i rarely use it, because my destruction is stronger from the start.

The only times I ever chose the correct questions to get one were the ones where I was forbidden from short blade (custom class generation). Now that I see how easy it makes the first dungeon if you have one, I feel sort of stupid for wasting so much time zapping the imp guarding the exit with my entire magic supply, running away and resting, then getting killed when a thief wakes me up and cuts me down.