Hi, and welcome on Gothicat World!
The distance doesn't change anything except the time your creature need to explore (a few seconds in their living place, up to a few minutes in another location) and as you say, the tiredness (I don't explore often these days, I'm not sure how this one changes).
The location changes the kind of potion you can find, if I'm not mistaken :
Gaiara : Holy Beverage (healing confusion), Elonia : Sangorine potion (healing petrifixion), Infermo : Toxicity Nectar (healing poisoning), Sandisia: Holy Beverage, Renarhim: Night Elixir (healing night terror), Aydo'h: Nacre Water (healing injury), Aquahana: Mauve Filtre (healing indigestion)
The location also change the birth place of the creature you can find in exploration (they're rare, but you can find some!)
There isn't locations more dangerous or lucky than the other.
The experience won is always 1 XP.
Free jewels offers are proposed by advertisors, we have no control on them. Sometimes they'll work, sometimes they won't, but we don't have any control over that =/
Since you're new, I'll give you a background, just tell me which one you'd like!
But I don't think you have a Holy Paladin that can participate, do you?