There's a scene on the nautiloid where the characters get to see the transition of a person from human into mind flayer. The scene is a great inclusion because it gives the players a glimpse of what they're up against. This is the consequence of failure, it says. You turn into this.

That helps to crystalize the threat and make it more powerful.

There's nothing like that with Shar right now, and I agree that it's a problem. I don't have any great advice on how to solve it right now, though.

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A couple of small things I feel like mentioning after reading this thread.

1. because Shadowheart is in my party and I can see her stats and such, I always felt like I knew who she worshiped. So it was a bit of a shock to me that I wasn't supposed to know when she finally opened up about it. Which made me think: if I didn't know, it seems like I would've asked. She's a cleric, after all. It seems like the most natural thing in the world to ask the cleric in your party about the deity they follow.

2. her armor is not the dead giveaway most people chuckle about, saying it is. If you didn't know her religion and just saw her, you wouldn't have guessed Shar based on that design. Plenty of people use gemstones for decorations, whether it be onyx, opal, black pearl, spinel, tourmaline, you name it. Saying it's obvious she worships Shar based on that is the definition of 20/20 hindsight.