Influence my campaign! I have an idea of what's going on, but I'd like a reality check.
You are a mercenary in the south of France who has, in these lean times, turned to robbery for the time being. One day you spot a Redcap wearing some valuable looking baubles, and sneak up behind him and kill him. As he dies you realize what an idiotically stupid thing you've done, and quickly dump the body where you don't think it will be found. You still take his money and valuables, his cap, and his pouch.
Some fool offers to buy the cap, and you sell it. You keep the money. The baubles get sold. You can't open the pouch - you can't untie it, it won't cut, and nothing you try will get you into it. It's probably got something valuable in it. It feels rectangular, about a foot by nine inches, maybe four inches thick. It might be a book or a strongbox.
What do you do with the pouch?
(Yes, this is not the smartest mercenary/robber to walk the face of the earth.)
I wager with folks I meet that they can't extract what's inside.
A little at first, progressively (as I keep winning) more.
This is a cheap source of revenue at taverns and inns, and it only stops if someone does manage to extract the contents.
I only sell the (unopened) pouch if I get an offer that brings more money than I've managed winning so far.
At the same time as I am making some money by waging that they cannot open my pouch, I start to hear rumors about this strange messengers running across Europe, all wearing a redcap.
I hear that's it is bad omen to molest one, least killing one, which is the promise of a slow, painful and gory death.
I start to have some nightmares about this rumors and being superstitious and not the sharpest tool in the shed, I might start to look advice from a Wise One... am I cursed ? are these black birds following me ?
But only once I am truly desperate would I look for a priest's help. After all, I committed a murder...
In the mean time...
In a Inn, in a small village nearby. "Where is this drunkard of Serpolette ? We were supposed to meet here a three days ago. I have these messages he was supposed to carry to the Northern part of the Tribunal! One of them is for Arch-Magus Brimstone and he does not like late delivery... and who is this fellow with a redcap, I don't recall him..."
In a covenant 30 leagues away. "I thought I was clear, I needed this box at the beginning of the season otherwise my experiment will fail! The work of my life! I paid premium to House Mercere and this is the kind of service I am getting ? They will hear about it! Factotum, take our fastest horse and go bring this urgent message to Geriatrix ex-Mercere, and wait for his answer!"
In a castle nearby... "It looks like you found something quite interesting for once. You said you got that from one of your dubious relation in the Black Crown tavern ? Do you know if where he got it ? If he has more ? Go and look for him. Take this purse with you, and try to get as much as you can. By any means, understood ? The baron will be very pleased with this trinket, now if only I knew how to operate it... Let's study it in my lab.
Like ripples in a pond.
If I was a smarter (and more ambitious) mercenary, with better connections, I'd start looking for that cap again, kill the guy who bought it from me. Then I'd try and blame the whole thing on him, turn the pouch and cap in to the nearest covenant for a reward.
Hey, why can I see my breath?
Well, he said he'd try.
It's often interesting to see the different assumptions people have about Mythic Europe. I was assuming that Redcaps are fairly well known to be dangerous to attack, so the bandit's response was fear bordering on panic (along with puzzlement about why he did such a stupid thing). So after robbing the body (not a blind panic) he rapidly disposes of the ill-gotten goods. The cap was sold to a dimwit who figured he would be protected by the cap. The pouch is the weirdest item, thus the question of what to do with it.
I am also assuming the pouch is fairly obviously a Redcap's Pouch, marked with the House symbol, so hard to sell directly. Any covenfolk would know it, and many road travelers would. I should have specified that.
(The cap is a solid arcane connection to the Redcap's body, which is how the body gets found. I don't know if the pouch would be.)
Everyone has their assumptions, yes. Heh. My own world assumptions are based on station: Around Harco and major covenants, certainly people would know not to mess with the redcaps. Further out, the nobles may know that the redcaps serve the Magi. Further away from established covenants, the bandits may have heard rumors that ambushing the men with the Red Caps is bad luck, certain to turn ill. Or they may have heard nothing at all.
Honestly, once you try to cut it open, burn it, and let animals try to tear it open, and it still won't open, the only sane thing to do is throw it into the ocean and leave the country. If you're lucky, you'll cross a Tribunal boundary; adding a little bureaucracy might slow the Redcaps down. Who knows, you may have time to get stinking drunk in a port town before they find you!
Or, you could seek out the Redcaps, pouch in hand, declare your guilt and sincere regret, and offer to spend the rest of your life in their service if they spare your life.