You'll start out in a forest north of the town of Fargrove. Before doing anything, you might want to check your inventory and your character sheet to familiarize yourself with your character. Random encounters abound in the game, so you'll need to pay attention. If anything jumps you, then use the left mouse button to attack and the WASD keys to maneuver. It's probably a good idea to save your game right away, just in case an early battle goes badly.
Note: If you're playing the original version of the game, then it will be nighttime when you start, but you can use the nearby campfire (#1) to advance the time (and heal if necessary) until the sun comes up. If you're playing the MMXII version of the game, then the campfire won't do anything for you, but you'll heal quickly without it.
Next to the campfire you should notice a messenger named Simon. If you talk to him, then he'll tell you that the Celestial Order of the Temple of the Circene, located in Fargrove (#3), is looking for you, and he'll give you a Temple Summons. He'll also mention that "this road" leads to Fargrove. In case you can't see it because of the dark, the road is to the west, and you can follow it south to Fargrove. Directly west of the campfire is a sign pointing the way.
You can also explore a little, if you feel like it. Besides the road leading south, there is also a valley to the east. Just east of the campfire is a broken wall with a treasure chest behind it. Farther into the valley, but also directly east of the campfire, you should run into a pair of shacks (#2). Each shack contains a level 1 chest. The rest of the valley seems to be empty, but you can wander around and have random encounters with low level creatures like skeletons, rats, goblins, and snakes.
Note: If you run into snakes, walk backwards while using your ranged attack (if you have one). That should allow you to kill the snakes without getting hit (and poisoned) in return. This strategy works for a lot of creatures, but it is slow and tedious, and so you should only employ it when you really don't want to get hit.
When you reach the gate to Fargrove, you'll learn that the town has been sealed because Ellowyn, the daughter of Lord Davenmor, has gone missing. Conveniently, a goblin named Scorch will take that opportunity to approach you and offer to show you an alternative method for entering the city. However, when you reach the nearby sewer entrance (Exit A), you'll learn that Scorch's offer was really a trap, and a handful of goblins will jump out and attack you. Goblins are pretty wimpy, so attack them first (you should be able to kill one in a couple of hits) and save the tougher Scorch for last. You'll probably have to use a couple of heal potions here, but fortunately goblins tend to drop heal potions, and so you should break even or even gain potions in the exchange.
Note: For an easier battle, attack Scorch just as soon as he walks up to you. Then you can fight him alone and deal with the other goblins afterwards.
1 - Starting Point
2 - Shacks with Chests
3 - Gate to Fargrove