I have found a rat's skull, several gold amethyst gems and one violet amethyst gem all labeled also as "Special". I haven't found any use for them yet. Are they really special items to hang on to or should I just sell them for the meager money? Thank you.

sell em they serve no purpose. Suspect the rat skull was going to have a use but whatever it was has been dropped as they are the only non humanoid skulls you ever find. Gems have no use whatsoever except as cash raisers when you sell em.