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I've been letting my PC's explore an area by:
Shadowalk was cast, and the characters spend the rolled hours travelling to the ethereal plane, where upon they then enter that plane and begin searching a city, mapping it and noting locations of persons, places, and things.
When they finish, they pretty much go to where they want and shadowalk back.
It all seems a bit far fetched (although thinking about it, the act of doing any planeswalking is farfetched). I just wanted to make sure I was ruling on this correctly.
I understand there are dangers involved with travelling the Shadow Plane, but would the characters necessarily know where to enter the Ethereal Plane? If they did know, when they finally arrived, where on the Ethereal Plane would they arrive? Back where they started from on the Prime Material Plane, or somewhere else?
The PCs want to explore without being seen basically.
Well shadow walk says you can't really tell where you are going so it would would be pretty random where you end up exiting going either way.
It is the same way with plane shift..... you arrive at a random spot....
To answer you question specifically:
but would the characters necessarily know where to enter the Ethereal Plane?
The spell states that a trail of shadows is created leading you along your path ..... you can still get lost if distracted maybe
If they did know, when they finally arrived, where on the Ethereal Plane would they arrive?
random spot
Back where they started from on the Prime Material Plane, or somewhere else?
somewhere random on material plane