Investigators can't trade items before they even get a chance to move can they?

My Name? is supposed to be at the end of the first turn of the game, after the Investigators have had a chance to move about the board, but didn't meet up with other Investigators to share toys.  But, it is resolved during that Mythos Phase, so any Exhausted Items are still Exhausted and any penalties that crop up because of the Mythos Card are already in effect.
In Short, the fight for clues happens during the first Mythos Phase at the end of the first turn.  Also, when the Terror Track reaches 3/6/9, you fight the Masks in the Phase you are currently in.  If that means fighting the Masks in the Mythos/Other World Encounters/or whatever, then that is when you fight them as if it was a normal Combat, Ambushed of course.  You don't wait for the Movement Phase to come around again.

Try a few more games and see if your luck holds.  Try using I Will Help You Just This Once this time, as it sounds like you didn't use it, or even need to use it.
But, as I said before, there is a good chance that most of the abilities on the Herald won't get used often.  Players don't have to fight a Mask for Clues, spend Trophies to remove Monsters, may never fight against an Ancient One, and as your game showed, never reach a Terror of 3 or more.

What I tried to make this Herald do is allow people to use Masks with any Ancient One (a major complaint on the old boards), and make the Terror Track a little more dangerous.

And, for anyone that cares, I did some work on Master Therion.

dkw said:

Hmmm, so players could shop before using the ability  I didn't realize that.  Alright.  When I draw the random masks, I feel like I'm making my investigators play Russian roulette ;') but if they win that first gamble, the game seems to get considerably easier afterwards.

That is the point.  You take a gamble for gaining an advantage.  If you win, you gain Clues.  If you lose, well you are down and out, plus there is a Mask running around town now.
That ability only slows down the players for a turn.  Normally, everyone gathers up on some street and trades starting equipment on turn 1.  This way, you have to make due with what you have for a little longer, and risk your health, sanity, and starting equipment for a few extra Clues.
Just remember that any Investigator that Trades anything can not fight for Clues.

Think of it like this: Whatever actions you take during your turn (for anyone going for the Clues), you were subtly directed towards a wealth of information about what is happening, but you were being stalked the whole way by a monster sent specificly to force you to pay the price for the knowledge (i.e. the fight that could have you in the Hospital or Asylum).  If you lose, the monster continues to hunt for you, as well as your compatriots.

Keep this in mind.  If you actually get to Terror 9 (unlikely) and you don't have enough Masks to draw, the Ancient One will awaken because of the "you don't have enough monsters" Rule.

Are you keeping the Library Closed as stated under the Flavor text?

Here is a Herald that will turn everything on its head, but may not be all that dangerous.

Clarification Where Are We?: Above and Below only means how the Other Worlds are lined up along the edge of the board, and is not affected by other gates on the board.

::laughter:: that's thematically interesting, but I suspect it would be a pain in the ass to play again.

Fun concept, but really more work then gain I think. Have to remember lots of things and will probably make many mistakes in the way.

OTOH the herald is very tame. Basically the net game effect is that you have to spend one clue token upon entering a gate if you hope on not getting lost in time and space.

This should fix it.  Less to keep track of now, but still feels like a distortion of reality.

Don't you just hate it when you try to do everything while only looking in a mirror?

dkw said:

Hrm...  For "Where Are We?" consider making the cost two clue tokens, and make it so that one a roll of 1-2 you go down 3-4 you stay where you went and 5-6 you go up (this would encourage gambling, and also make it so it's actually a significant extra cost to prevent— one extra clue token per gate's not that much, especially compared to Hastur).

Is this what you were thinking of?

dkw said:

This looks really cool, especially Everything Is So Different... forcing investigators to follow arrows is just mean, in a good way.

Thanks.  As long as you have Clues, or are willing to move slower then a snail, you don't have to worry about the Arrows guiding your movement.

This Herald is meant to slow down the Investigators, and drain Clues slowly, as well as turn your Investigator's survivability upside down.  Suddenly, your high Stamina low Sanity Investigators who were afraid of Horror Checks are no longer afraid of the Horror Checks, but are now afraid of Combat Checks, and vice versa.  It also alters who you want casting spells as your high Sanity people aren't as sane as they once were.

Can you survive in the world beyond the Looking Glass?

dkw said:

Yeah, when I first saw it I realized it would mess up spellcasting while making fighters more ferocious albeit slightly more fragile.

Still...  It doesn't seem like enough on its own.  You should make a Wonderland themed Ancient One to go with it.  Queen of Hearts?  Jabberwock?

It has been far too long since I read, "Through the looking glass and what Alice found there," to remember enough to make the Red Queen as an Ancient One.

But, here is the Jabberwock, and you know everyone is afraid of the Jabberwock.  Not easy to make since there is little about it in the poem, and I don't remember Humpty Dumpty's insight into what the Jabberwock really means.  But, it may be a little powerful.

dkw said:

Whaaat?  There's plenty on the Jabberwock.

"Beware the Jabberwock my son/ The claws that catch/ The Jaws that bite"

"And as in uffish thought he stood, the Jabberwock with eyes of flame came whiffling through the tulgey wood, it burbled as it came"  (I'm sure I've made some spelling errors, but I was just typing from memory.  Why does it fly?  It seems to surprise people though ;') and it sounds fast, I mean, it's got to be to be able to hunt while being so noisy.  It should be red bordered :') (I don't think there are any red bordered physically immune monsters in the game or expansions, are there?).  Heh...  his being red bordered is even creepier with the herald (considering that it is very harmful to investigator movement pattern).

Heh...  If you wanted to integrate the two, you could make the Jabberwock part of the herald (where when the herald is selected, the Jabberwock begins the game in the wood).  Another potential movement pattern (even more threatening) would be green bordered where Jabberwock moves like a fast monster and a stalker.  :') It would make the scenario seem like you are being hunted the whole time (which actually is thematically appropriate considering that this is a Lovecraft game even though these are Carroll characters).

That is not a bad idea, a Wonderland Game.
I was trying to decide between Stalker and Flying, as all the pictures of the Jabberwock have wings yet it lives in the woods.  I choose flying to give it somewhat better mobility to catch Investigators.

As it is, the Jabberwock is a bit tougher then a Star Vampire.

There, Intergration of the two for those who care, as well as probably a better Jabberwock.

It has been so long since I last read "Alice in Wonderland" or "Through the Looking Glass and What Alice Found There" that I doubt I could make a true to form Ancient One.