So, you've just been kidnapped for a Random Event and got a prize box.
If you choose an xp lamp as your prize, it won't have much xp. It's usefull for jump-starting those skills you haven't started training yet. That's what I did with Farming and a few others. Once a skill has a few levels, I seems to be easier to start training it. At least, that's what I did with Hunter, Farming and Summoning.
If you don't want to get an xp lamp, if it's offered, you can unlock an emote. Now that my skills have progressed beyond where an itty bitty xp lamp will help, you can choose something else. When unlock emote is present, I've started choosing that.
Has anyone gotten anything other than cabbage by choosing the Mystery Box?