Besides the abilities listed on certain character cards(like Lem) what are the benefits of staying together? I saw something in the manual that said characters can attempt "take turns" when encountering a card that has a "then" requirement. Like complete a combat check then a divine check. So the player who draws the card does the combat check and then the same character or another character at the same location can do the divine check. Is this the case? Also if a character defeats a henchman at a location can any other character at that location attempt to close the location or only the player who defeated the henchmen? I'd appreciate anyone giving some insight on the benefits of keeping together. Thanks.
You've got it right for cards that require sequential checks to defeat/acquire. Only the character that encountered the henchman can attempt to close the location, though.
One benefit of grouping together is that you close locations down more quickly by exploring the same location successively.
It also makes it easier to give cards to other characters.
Some monsters have increased difficulty or ambush you with Before You Act damage if you are alone at a location, so you can avoid that by traveling with someone but it's kind of a trade off as some monsters/barrier hit another character at your location, or everyone at your location with something nasty.
Interesting detail my group just discovered today about the cards that require sequential checks to defeat, The character who encountered the card must make at least one of the checks to defeat it, but it doesn't have to be the first check (like we had been assuming it hard to). For instance, we had the person who encountered the villain take the second Combat Check because it was more difficult, they could produce a single large fight, but we had another character at the location take the first Combat Check because the encountering character would have been rolling much lower if they needed to split their cards between 2 fights.
NOTE: if you have someone else take one of the rolls to defeat on a bane, the banes powers effect that person as if they had encountered the card!