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Most of the players in my campaign are new, and one of them is playing a warlock. As part of her backstory, she wrote that she is seeking out her patron so that it can help her fly over some ancient city walls.

I explained to the player that fly is already a warlock spell that she will have access to at higher levels, but I was wondering if there was an in game explanation for how a warlock would know that, with training, they could fly, but not cast hunter's mark?

Put simply, is there an in game reason why each class would know what spells are on their spell list, and which spells are not?

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You actually have a built in answer in your question.

"...she wrote that she is seeking out her patron so that it can help her fly over some ancient city walls."

When you couple that with:

"I explained to the player that fly is already a warlock spell that she will have access to at higher levels..."

Now, you want to know how to do that in game? Take on the role of her patron so that her patron explains to her that she WILL be able to fly over the walls as she desires, it will just require some more power. This is an excellent RP scenario for you to engage in with your player. As for hunter's mark, when your player starts talking about ways to single out foes and weaken them, the Patron should be bringing up the Warlock version of Hunter's Mark, which is called Hex.

As for the other classes, it's really up to them. Here's my personal breakdown, logically, of how they know about what spells they have access to:

  1. Wizards - Through meticulous study of books and practical exercise.
  2. Arcane Tricksters - Same as wizards (PHB covers this under the class)
  3. Eldritch Knights - Same as wizards (PHB covers this under the class)
  4. Bards - Through the colleges they attend. Their knowledge of magic can be either refined, or broad, based on their college of study.
  5. Sorcerers - Since their power originates within them, I personally feel that they can sense the magics available to be tapped in the weave because they have a primal connection to it.
  6. Warlocks - Their knowledge comes from their other-worldy patron. The warlock class has some access to casting, but more access to Invocations which act more akin to spell like abilities. They learn about their power from their actual source and have struck some kind of bargain to tap into it.
  7. Divine Casters - This is Paladins, Rangers, Druids and Clerics. They pray to their gods. As they increase in power and knowledge of the world (level up), their gods grant them further insight into the Divine domains.

The Way of the Four Elements Monks aren't on the list above because they aren't actually spell casters. They have Discipline of the Elements instead, which functions very differently from spell casting in that it uses Ki points rather than spell slots. In addition, you select from a list of disciplines, not from a spell list.

But remember, that's my personal take on the source of magical power and knowledge that's only kind of backed up by the books in the sense of the Weave and the Divine. What's really great about the D&D multiverse is that you don't need to subscribe to the concept of the Weave and the Divine at all. You can play a game in our world, where magic is granted by the Egyptian Pantheon. Or you can play in a Final Fantasy setting where magic comes from sources like materia. Or you can tap other materials as sources of magic, like dragon souls, energy fonts, sheer willpower, or radiation.

The possibilities are limitless. It's up to you, and your players, to describe how they know about certain things and whether or not that makes sense consistently within your game world.

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Whether and how much a character knows about the abilities they could potentially gain in the future is a setting detail up to the GM, whose decision is probably informed by the flavour of the class.

Each class that casts spells is flavoured a slightly different ways: Wizards gain magic through intense study, clerics are granted it by divine providence, warlocks are granted through bargains with beings it's perilous to trifle with, and so on. Each of these ways implies different sources of knowledge that a character could draw on, but none of them are entirely explicit about how easy-to-come-by these sources of knowledge are.

So you can do what you want, really. Perhaps Fantivus the Five Hundred Year Sage is famed for the grand catalogue of spells that bears his name and is used as a primer by every apprentice mage on the continent - or maybe each wizard keeps his spell list secret, lest something on it tempt others into raiding his library. Perhaps Volthok the Betrayer jealously guards all knowledge of the powers he grants, and sends demons to slay any contrator who betrays his secrets - or perhaps he lets such knowledge be widely known, to tempt would-be-punters. Perhaps the Elstos, goddess of whispered secrets, refuses her clerics knowledge of the spells she grants, but encourages them to seek it on their own...

They sky's the limit.

That being said, you should almost certainly let the player know their future build options, even if their character doesn't.

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