Tessa is an apprentice mage. She belongs to a race of reptilian humanoids similar in physique to the argonians of the Elder Scrolls universe. She has a few good friends with skills she personally lacks, including three Boisterous Bruisers
she could recruit as 'muscle' in a pinch. She is fast, agile (she could be a reasonable contender in regional-level gymnastics competitions) and has learned stealth through what might be called the school of hard knocks. Her magical talents lean towards spells that affect the properties of matter (a 'signature spell' of hers is destroying an inanimate object by causing it to rapidly decay) and she has recently picked up some first-hand experience in healing magic.
She would be wary about going to the local authorities with the problem due to some bad experiences with discrimination and prejudice, and she feels no particular obligation to follow the law for the law's sake. She also strongly dislikes violence and is likely to pick flight over fight whenever possible. She was recently forced into killing in self-defense and is genuinely frightened by how easy it was to end a life, falling into the Reluctant Warrior
trope and hating herself for it. She will fight surprisingly well (relying largely on instinct) if cornered, but do whatever she can to avoid that. Her social skills are somewhat lacking and she is painfully aware of that limitation.
Given these assets and limitations, she would first attempt to locate her possession through magical means (dowsing is a very simple form of magic in that setting, taught to beginners, and tracking an item she has a strong personal connection to would be easy enough even at her level of skill). She would then gather as much information as she could about the location it is held in, relying on stealthy observation rather than social skills. If possible, she would attempt to stealthily take her lost possession back, substituting magic for skills and equipment she lacks and possibly bringing along friends to provide a distraction. If she reckons that such an approach would be too likely to force her into a violent situation, she would reluctantly write off even her most cherished possession.
Your character is faced with a choice between dealing a crushing blow to what they hate most or protecting what they love most. For the sake of the argument, there is no Third Option. If one option is chosen, the other opportunity is lost forever. If neither is chosen, both
are lost. Which do they go for?
Reality is for those who lack imagination.