Rule 1. Periods and commas always go inside quotation marks, even inside single quotes.

Examples:
The sign changed from “Walk,” to “Don’t Walk,” to “Walk” again within 30 seconds.
She said, “Hurry up.”
She said, “He said, ‘Hurry up.’”

Source: http://www.grammarbook.com/punctuation/quotes.asp

You also should not add an extra comma in this situation: “Kain!”, the Paladin protested.

This is redundant punctuation as the exclamation point has already finished the sentence. You don’t need a pause after a sentence that is already completed. Plus, in your example, the comma falls outside of the quotation marks, and following the rule above, is not proper grammar.

That’s all I really found, except that you need to remember to put commas in the appropriate places .. usually, after text, like :
“Kain!” the Paladin protested. “What in Indra’s name has gotten into you?”
should be :
“Kain!”, the Paladin protested. “What in Indra’s name has gotten into you?”

Any other grammatical inconsistencies here can be written off as “artistic license”, though.