Once you get thralls, you can go to places and harvest iron and then load them up with it to avoid being over cumbered. They’ll bring it home for you. Once I got to the places with lots of iron ore, I’d just build a furnace near them, load it up and let it run while I was off doing other stuff. Then when I ended up back near those areas, I’d go by my furnace and load my thrall up with the iron bars.
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