Since the climbing skill is all about climbing stuff, it would make sense to allow the player to climb mountainous regions without a climbing set. However, there is a drawback to this; every movement rolls a die, and if you get a poor roll, you slip and fall to your death. The higher the skill, the less likely it is to occur. Of course if you have a climbing set, you don't have to concern yourself with this. However, for those with exceptionally high climbing skill, they should be able to climb mountains without requiring the climbing set, with a chance of fatal falling.