So, I've heard you kinda new to steganography ? </br>
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Basically, in every challenge you'll be provided a file and first step will be te determine its type, because the next steps won't be the same depending on wether you got a jpeg, a pdf or a mp3. The "file" command could be very helpful.</br>
Once you've got this info, you'll need to do some research about how to hide messages in this particular file type. Also keep in mind for later challenges that some files can be valid for several types, and that it can be worth to try to unzip files that don't look like zip files. Besides, steganography is traditionaly the art of hiding information into images, so sometimes you'll just have to look very carefully to find the flag.</br>
Here is a useful tool to get you started: <a href="https://github.com/exiftool/exiftool">https://github.com/exiftool/exiftool</a>.</br>
Doing some research about image metadata can be a good beginning too. </br>
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Good luck !