Yes.Rogue does have a crush on Shawdow.She just doesn't tell no one she has a crush or worry about him or miss him.
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It depends on your class. e.g if you are a Warrior, Dragonwarrior or Shadow Warrior then get the axe. If you are a Rogue, DragonRogue or Shadow Rogue then get the double daggers, and lastly if you are a Mage, DragonMage and, yes, you guessed it, Shadow Mage then get the staff. However, these weapons are immensely expensive so I recommend doing the Crystal Clear Lake quest and selling the weapons you receive at the end.
Shadow looks like Sonic expect hes black and red
yes, mephiles was trapped in the scepter of darkness,and after he was released he was in a tornado like form,and the he absorbed shadow's shadow thus he looked like shadow.
Because Shadow does not like Sonic.
It really depends on your playing style...If you like being able to last a while will doing moderate dmg then warrior if you like the burst dmg then go rogue.