To get started with cloud storage, you will need several resources.
Most of these can be sourced from slaying hostile mobs Chiefly among these are the Badloon and the Bloviator.
These mobs are key to obtaining Balloon Pieces and Cloud Blocks, but finding and slaying them might not be such an easy feat...
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Once you have gathered a few Balloon Pieces and Cloud Blocks, you can finally begin storing your things in the cloud.