Stealing credentials would not be wise--I am not familiar with the ways of dwarves and do not know what they would consider valid credentials. My main purpose is to warn them of the danger to their city, so l look for the largest building. That would most likely be where I would find the high-ranking officials of the city. If I am accosted by guards along the way, I will tell them why I am here. With any luck, they will see reason and take me to speak with their leader (or king, or mayor, or whatever the dwarves call him).
