Here's some tips:
When you die, if you don't press any button you can reset your system and the file will revert to the file that is saved as you enter the dungeon. You'll lose everything you earned in that dungeon run, but it's better than losing everything.
Resetting will cause you to go through a lecture with Ishtar, but after the third time, it never gets any longer and you can memorize the yes/no sequences (they never alter) to minimize the time needed to get through it.
In order to pop a gold chest, you must first get the silver chest and clear that floor and come back and then meet the requirements for the gold chest.
After the initial time you get a silver/gold chest, you will randomly get the original chest item or a fine/quality ability potion.
As for bonus dungeons ... I'd recommend trying to go as soon as you get an overpowered weapon for your level. Bonus dungeons monsters will always be up to 5 levels higher than you ... so remember that. Collect gems and whatnot your first run through, use the key ... feather out ... sell those. Go back, repeat.
You can build up any equipable item up to +99 (MAX). The items that you combine with your base item do matter ... I found blades/hammers to be the best to combine for the maximum damage increase (usually +2/3 per combination). Obtaining bonus dungeon weapons is a great way to build up your weapons quickly. (You can take leather knuckles and max them out and that'll take you probably most of the way through the deserted holy place.)
After you finish chapter 4, chapter 5's Between Heaven and Earth is basically a huge bonus dungeon. There's 120 floors will no portals ... so you have to do it all in one sitting. Floor 119 is a bitch of a floor, checkboard pattern where you're forced to kill every single roper and hyper knight you come across. I heavily suggest having freeze smite and using a fire enchanted weapon to take out the ropers and then unequipping your weapon and using your fist to kill the hyper knights. (You really don't want to risk your weapon being deflected beyond the enemy where you can't pick it up)
Between Heaven and Earth has absolute random drops ... certain exceptionally rare items can only be found here, but considering how random the drops can be .... you might never see one.
Build up 2 main weapons for Between Heaven and Earth, one with Fire/Water/Light, and another one with any combination and Dark (I went with Fire/Lightning/Dark) Edit: Reason for the dark weapon is for the absolute final "boss" where if you have ANY light element on your weapon you will deal 0 damage.
As for ideal choices to build up, I preferred to go with a nice weight 8 weapon (knuckles and/or a Queen's Saviour - tower of druaga floor 42 or 43 gold chest). In conjunction with weight 10 or less armor your weapon will be able to first strike any enemy (outside of the spirit based legend monster - earth elemental)
Each floor of every dungeon has a bonus dungeon gate-keeper on the 4th bonus dungeon floor. These gate-keepers drop some of the absolute best items in the game. But I would definitely not recommend trying these guys without triple speed and some really good weapon abilities like extreme force, parrying attack, and quite possibly violent twister.
One final thing about bonus dungeons, the items dropped on the 2nd and 3rd bonus dungeon floors is not randomized ... Each dungeon floor bonus dungeon will drop different items. Dark ruins will always drop aqua; Underground Caves will always drop lightning; Holy Place will drop ice up until the 17th floor and then fire; Tower of druaga has an interesting pattern: aqua, lightning, ice, fire, then light up until the 10th, then it'll cycle aqua, lightning, ice, fire, then dark up to the 20th and then it repeats the cycle I just laid out.
Edit #2: I forgot to answer the question in Vieo's post: There are 2 possible causes for that. #1 if you've received messages about an evil pressence/air/etc then you've spent too many turns and either tons of will-o-wisp's will spawn or some really strong enemies will pop. #2 You've triggered a legend-monster to spawn ... these legend-monsters are just like gate-keepers and can drop some really good items (uber rare drops of course).
