You can drop things at any time (including during movement) in order to make room for stealing. The general rule (in most scenarios) is that you can only carry 2 collectibles at a time.
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One of the scenarios calls for 3 explore tokens but I only have 2. Am I missing a token?
No. This is a misprint. Other players have simply substituted other tokens. Have fun with it and get creative!
In setup for the tutorial scenarios, is the entire exploration deck supposed to be 10 cards (5 pets / 5 items)?
No. You should separate out the 1 dot pets and items, randomly select 5 of each and then shuffle those 10 cards into the remainder of the deck containing the 1 dot food/rune/(tool?) cards.
What are the dots/swords/bag/diamond found on the bottom of Exploration cards used for?
The scenarios determine which dots will be used. The swords are for the Overlord deck and should only be used in an Overlord scenario. The diamonds indicate that they require the use of a Crystal and should only be added in scenarios that have Crystals. The bag indicates that it is an item referenced as specific loot.
When leaving a scenario with more than one figure via a colored drop zone (e.g. Solo 2), what happens to figures touching the drop zone? do they leave the board? Is the objective fulfilled after passing the drop zone once and they remain in play until all other figures did the same (therefore potentially standing in the way of other approaching figures)?
Generally the scenario ends as soon as a player reaches the final objective. Unless you wish to see who comes in 2nd, 3rd etc. you needn’t worry about this. If you plan to see what happens with the other players simply take the mini for the players who finish off the board.