You might have some issues with the rights to use of the setting/world that the RPG and novel are both set in. I'm far from an expert, but I would have thought that could cause more problems than solve them, if if it is original work. I don't know...

There's an old adage 'write what you know', unless you completely create a city from scratch, you're best setting your writing somewhere you're at least familiar with.

I would be careful mentioning actual shops or bars, as I do recall the story of the owner of a fabric shop (?) that was featured in a novel trying to sue the author because they'd used it. I'm sure someone else will remember that and give more details, but I can't remember anything else about it at the moment? Though I would think a scene where your MC enjoys a drink or two would be acceptable, just don't make the barman an axe-wielding maniac!