Final Fantasy IX/Prima Vista Airship

After watching the introductory movie, you start the game with Zidane, aboard the Prima Vista. Zidane is in a dark room. If you investigate the room a little before lighting the candle in the middle of the room, you can find some useful items with which to begin the game.

Once you're ready, go back to the center of the room and light the candle. You'll have a chance to change Zidane's name, and a few other characters come out to join you. Once your party is formed, a masked man attacks.

This battle is primarily to familiarize you with the game's battle system before things get more complicated (and the enemies more dangerous). Have Cinna Steal from him until you receive the Mage Masher and Wrist (you may also receive a Potion or two, depending on how many tries it takes to get the items you want). Once you've got those two items, take him out. Use a potion if needed, but you should just need normal attacks to defeat him.

After the fight you'll meet with the members of your party and talk to Baku. He'll ask you a question, and you'll have two options for answering it. The second option takes you to another movie.