First things first, what he needed the most right now was information. Only by knowing himself and the enemy could one go undefeated through 10.000 battles.
The easiest way to gain information would be his informers but due to the difficulties of this place, unfortunately, he didn't have any informer in this place, so he was forced to seek all the information himself.
While it was going to be difficult it wasn't impossible for him with his skills and abilities it was doable.
With those thoughts in mind he quickly applied his Vanishing Powder, and also his best stealth martial arts that he could use at that moment, the Ghost Breath, and spread his spirit sense.
In order to be able to hide in plain sight, he needed an identity from the outside. Even a simple soldier would be a great choice for him.