If you are at that point where you need to go in the desert, be sure to bring plenty of shovels. There are quite a few quests where you need to dig in the desert and very few places to find shovels. You can not buy shovels at the marketplace. You need to look for Material Vendors in the various cities.
In Heidel: Flaviano
In Tarif: Eren Ross
In Altinova: Lashir
In Rock Post: Gavid
In Sands Grain Bazaar: Kulahuth
In Shakatu: Arenda
In Valencia: Purajin
I usually leave shovels, compass, water, and Star Anise Tea in the storage at Shakatu, Sands Grain and Valencia.
There are more places to buy shovels – I’m just listing a few on the way to and from the desert. Also, when I go into the desert, I always have 50 or more shovels in my inventory.