Fewer Experience Points
The Infiltration mission awards 300 experience points, designated "XP," upon successful completion. If you skip the Infiltration mission, you cannot obtain those experience points. They represent a significant amount of XP for a mission that occurs so early in the game.
Leveling More Slowly
Because the amount of XP determines your ability to level up in "MapleStory," not getting the 300 XP for completion of the Infiltration mission causes you to level up more slowly. Obtaining 300 XP points in another manner, such as random encounter battles, takes far longer, which delays your leveling up beyond Level 9.
No Job Advancement
You cannot reach the next job advancement in the Thief class unless you complete the Infiltration mission. Job advancement typically brings new skills and power with it. If you complete the Infiltration mission successfully, you attain Level 10 due to the XP awarded. After that, a player who visits the Dark Lord in Kerning City advances to Rogue. If you do not do this mission, you are unable to advance to Rogue.
No Owl Earrings
The Owl Earrings are an item that your character can pick up upon completion of the Infiltration mission. This magical item provides a defense level of two when first obtained and can be used by Thief characters. The Owl Earrings can be upgraded five times if desired, which makes the earrings a moderately powerful defensive item.