"Take me to the Cave of the Goblins", you ask Bellerophon and Pegasus. Immediately, the winged horse asks you to get on his back. Just as Pegasus (and you) take off for the faraway cave, you wave goodbye to Bellerophon. Soon, Pegasus lands right next to a road. "Now, I must leave you. Follow the road in that direction and you will find the cave."