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I have written this down as if I know what I am talking about: that is not the case! I just needed to get this clear for myself so I hope for corrections. This is NOT a Guide. You can see that by the way I start talking about upgrades and keywords right away. Maybe this could turn into a good 101 though. I find the matter pretty confusing to say the least! I want to thank Dazyk and Nihimon for their sources, they helped me along. :) And if there are glaring mistakes or omissions in this post, then we know who to blame. ;)
Disclaimer: this write-up has been written from the perspective of someone who has been around a long time and knows about keywords and how the other systems work. It could very well still be gibberish for anyone who is really new to PFO. Or it could be gibberish to veterans, I dunno. It helped me, at least. Unless I've got it all wrong. :) Which is why I am posting it.
Anyway, how I think it works:
That simple Hat there will do just fine for now, thank you.
Important: Upgrading the Misc. Gear item itself(for instance Warm Glove) from +0 to +3 does absolutely nothing to improve any Utility that you trained: these + upgrades are reserved for enchantments once these are implemented, like a +5 to Jewelcraft for a certain Glove for instance.
So keywords work differently with Misc. Gear.
Do not be confused by the category of the Utility.
You can train Utilities[Boot] and Utilities[Glove] at the different trainers; this does not mean that these utilities are specifically tied to a Foot item or a Handitem, or that you have to look for keywords on footwear for the first, and on handwear for the second: they are just a distinction between more defensive(Boot) effects and more active(Glove) effects(like + on attacks). You can recognize a Utility skill by the grey border around their icon.
So it is important to know that you will be looking for the keywords that are mentioned with the Utility, on *all* of the miscellaneous gear, including Headwear, Neck, Fingers, Waist and Back, if you want to start matching them.
Every level that you buy of a Utility adds one more keyword that can be matched, up to a maximum of 6 levels/keywords. Please note that the description of a Utility already describes all 6 keywords, even though it is still level 1.
The more keywords of a (leveled up) Utility that you manage to match with keywords on your Misc. Gear, the more powerful your Utility becomes.
Foot and Handwear do stand out in this, because these are the only items that provide Advanced Keywords. So matching an advanced keyword from a Boot or Glove gives a more considerable boost. Foot and Headwear can also have 2 keywords: the advanced Masterwork keyword and another. All the other gear has just a single keyword.
You will not be boosting the power of your Utilty soon.
Improving a Utility is not a "per Tier" thing as it is with Armor and Weapons: Improving a Utility by matching more keywords progresses across all the tiers: tier 1 Misc gear will only provide the first keyword of any Utility. You will need Tier 2 and 3 Gear in order to create a setup that will match all 6 keywords of a max level Utility (level 6). This is also reflected by training the Utility-skill: you will need to do a serious investment before you can train it all the way to level 6.
You can Mix and Match.
However if you want to cover all keywords of a maxed out level 6 Utility, you will not have many options in choosing different Gear setups. Though this may change when more gear is implemented over the course of the game.
An example setup:
To get the most out of Level 6 of Shield of Faith (Boot Utility):
At level 6, this Utility has 6 keywords that can be matched: Stubborn, Ominous, Impeding, Masterwork, Resilient, Otherwordly.
- Finger: Fine Ring, Tier 1 item, Stubborn
- Neck: Ornate Necklace, Tier 2 item, Ominous
- Waist: Merchants Cinch, Tier 2 item, Impeding
- Foot: Stylish Slipper, Tier 3 item, Masterwork and Otherwordly (important boost)
- Head: Adventurers Hood, Tier 3 item, Resilient.
Note that for instance to match that first keyword, Stubborn, you could also equip a Comfortable Glove instead of the ring, a Tier 1 hand item that also has that keyword. Just to show that even though it is a Utility [boot], a piece of handwear can actually improve it.
Lastly:
Currently it looks like any Utility that you trained works fine without having *any* gear in any of your Misc. Gear slots (and thus you are not matching even the first keyword of that Utility). I assume that this will not stay this way, since that would mean we could go without any Misc gear for all of tier 1, which is a pity for crafters.
The one thing I have no idea about: what is it that actually improves by matching more keywords: Duration, Chance to hit, Buff strength?

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Frazzle, I think one of the problems may be that I have written this guide from the perspective of someone who already knows what Keywords are, and how they work for other systems, like Armor and such.
If you are completely new to PFO, then I think this Guide may still be very confusing.
Not sure how I can change that, other then incorporate large sections about the other systems.
It is not really written as a Guide btw, more a way of explaining it to myself: and I have been hanging around here since 2012.....
But maybe we could make it into some guide.
Edit: maybe with a little intro to Keywords and upgrades this could become a Utilities Guide but right now I have a headache.....

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If you match the Keywords, your Effect Power will be greater. That will increase the Base Damage, Stack Size, and Duration if any of those are relevant.
This is also why Keywords have no effect on some utilities. For example, Evasion, because devs haven't decided best way to implement an "improvement" without unintended effects since EPow is resisted by EDef and could result in unpredictable evade distance (the common example being evading off a cliff).
Edit: I believe some <info on EPow and EDef> is in the Combat Guide? Can't remember.

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This is also why Keywords have no effect on some utilities. For example, Evasion, because devs haven't decided best way to implement an "improvement" without unintended effects since EPow is resisted by EDef and could result in unpredictable evade distance (the common example being evading off a cliff).
The Evasion utility has both the 20' Evade effect and a self buff for one round of Avoiding. The duration of the Avoiding buff should be improved by adding gear keywords which match the Evasion utility's wordset at currently trained level.

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Thanks Nightdrifter, I am glad I seem to have gotten a good grasp of how it works. I really needed a confirmation since sometimes I suffer from a huge oversight with some of these game-systems.
I think the Utilities themselves are rather ho-hum, especially when you think that you need to level them up across all tiers (which will take many months). So you are looking at a 5-second +10 reflex buff for the entirety of Tier 1 before you can start to match a second keyword. (Maybe I am missing something here too :) )
But I am certainly looking forward to Enchantments, they should make those Misc. Gear items a lot more interesting.