1 - Once you have quite a few days of being in the world of fiction under your belt, you may start to realize that it seems that wherever you go, once peaceful towns start having bad things happen to them, someone loses their hat, paperwork, wallet, soul, whatever else and all kinds of other troubles.
2 - The answer is that you're in the world of fiction, which is a fancy word for stories. For a story to properly exist, it has to have some conflict, right? So obviously, bad things happen.
3 - That being said, I wonder why bad things tend to target us as much as the protagonists of these stories. I wonder if it's because we stand out? As we come from what's basically a whole another world. So we're bound to stand out, and so whatever force that causes this conflict to happen has an interest in or prioritizes us.
2 - (...) it may be in your best interest to retain as much of your humanity as possible. The world of fiction's craving for conflict has a risk of causing your transformation to eat into your sanity, and it's up to you to judge whether the risks of shapeshifting/transformation/whatever is worth it (...)