Finding the three lost treasures of Daventry are the primary goals of King's Quest I. Each of the treasures is located in a remoat location in the game and require some of the items found around Daventry in order to be retrieved. Each one of the treasures is guarded and Graham must somehow get past these guards to obtain the treasure.
Before starting the treasure hunt, it's best to get all the items around Daventry first. That way, you won't have to go back at any point to get something. Or worse yet, start over because you got stuck for not having something you need to get out.
The first two treasures you can get are the Magic Mirror and the Magic Chest. You can get either of these first, but most people will probly get the Magic Mirror first. After Graham has retrived the Magic Mirror and the Magic Chest, it is posibal to get the Magic Shield.