I'm having trouble interpreting this part of the sentence. What does に思う do here? Does その武具に思うこと mean something like: "Thoughts about the armor"?
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Your interpretation is correct. This
〜に思うこと is equivalent to
It seems that adventurers who actually use and experience it firsthand have more thoughts about that armor.
I can't grasp the full context from this excerpt, but 思うことがある often implies critical, nuanced, or complicated thoughts/feelings.