I've just found, and watched all those videos(Edit) the videos in the playlist, and would just like to say I liked watching.(And will be checking in regularly to see if there are updates)(edit) watching the rest of them, this post was made after viewing number 39, which is last in the playlist, so some/all of these points may be outdated already)
A few things though.
To view legends mode while playing, make a backup of your save, then have your adventurer give in to starvation/retire. You can check legends after that, and then just continue playing on the backup as if nothing happened.(Make sure to save first, and then make the backup. I suggest also testing the backup before trying anything just to be safe.)
The human ranger in the goblin tower was most likely kidnapped by goblins as a child, and then grew into a ranger with his new friends. Goblins steal children, so those thieves you found? They go to nearby villages and take their kids. There have been reports of goblin towers populated entirely by kidnapped elves, humans and dwarves.
A small suggestion for if you run out of ideas, you can climb a mountain peak, the game will give you a little pop-up window of "You reached the summit of Mount Urist". It's a lot of walking, and some small searching for the right path up. In a similar vein, you can search a dwarven settlement with tunnels connecting them to other dwarf places, then walk the whole tunnel. I wouldn't recommend that though, they are worse then searching the dwarf king.(And you cant use the travel mode to get out once you're in them)
And for the thread's discussion, I believe there was a map made especially for adventuring in, with several players making their own forts for the purpose of exploring in adventure mode. Not sure what the name of the thread was. I've made a few forts for it myself, as tip, go easy on the traps, and no cage traps. Traps are really nasty for adventurers(Stonefall, weapon, and cage traps are very painful. Weapon traps may just hurt a bit depending on the weapon.)
Edit: Some small changes since I noticed the let's play doesn't stop when the playlist stops, I'm probably just tired as it's 1 am here.