So...treasure cards never begin play with the starting heroes, right? You have to find them in your deck in later scenarios and then play them onto the heroes? That's so weird.
It depends on the scenario. For the 2nd scenario of Over Hill and Under Hill (Over the Misty Mountains Grim), you are allowed to search your deck for 1 treasure and add it to your hand as part of the 1st stage. When playing scenarios from On the Doorstep, you use a different version of Bilbo that allows you to pay 1 Baggins resource to search your deck for a treasure that you add to your hand.