Re: DDO
This is how I would build a rogue in the game, of course feel free to play around with it a little if you want. We all have different preferences after all, mine is more of a showing off style, than a skill or sneak attack build. The important part is to enjoy yourself.
Elf rogue
STR 10
DEX 16
CON 12
INT 14
WIS 12
CHA 10
feats: level 1: dodge, level 3: weapon finesse, level 6: mobility, level 9: two weapon fighting, level 12: combat expertise, level 15: spring attack, level 18: skill focus (UMD).
weapon: rapier, add a shortsword when you get two weapon fighting.
skills: max each: open lock, disable device, search, tumble, balance, use magic device: half of max each: spot, listen, hide, move silently, jump, swim. heal, repair.
Leveling sigils can be found occasionally, for quest rewards once you reach Stormreach, or bought from the DDO store. You don't need to be pay to play to use the store. Each quest you do earns you favor, which can be used to buy things in the store free. I wouldn't buy a sigil unless you reached level 4 and haven't found one yet.
For the Stopping the Sahuagin question, when the DM says something he's usually giving you hints at either strategies or what to do next. In this case he's telling you that you probably have to find a way under the ice to complete your mission.