No, I didn't. I found the first key, there was some level 24 monster guarding it in the prison. I kicked his [nocando] and have since cleared the first dungeon.
Thanks for the pointer! I will definitely check that pit out again...
You know, so many people are saying that the battlefields feel "tacked on", but for me they work beautifully in conjunction with the main story. Some times I WANT to just kick a bit of butt and not worry about quests, and the battlefields allow me to do just that. PLUS, it is invaluable experience that gives me those all-important skill points to spend... I love it!
Good job Larian!