After sitting through the brief cinematic scene explaining the history of the world and the credits done in mode 7 style, you end up in control of ?????, Wedge and Vicks.
Narshe
Just walk straight, and you'll fight a total of eight Guards, three Lobos, and two Vomammoths. All of them are really weak and you should have no trouble dispatching them quickly using the Fire Beam MagiTek skill (????? should use BioBlaster, as it's MT (Multiple Target)). If any of your characters should be running low on HP, simply use the Heal Force. After all that fighting, you'll be at the mouth of a cave. Enter and follow the path, defeating random encounters as you go, and you'll come to a save point. Save if you want and continue straight. You'll come to a small gate. Talk to it, and Vicks will smash it. You will then face the boss Whelk.
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After defeating the Whelk, continue forward, and you meet with the frozen Esper. After the conversation with it, ????? will wake up in strange bed. After a long conversation with Old Man about the state of ?????'s health, you get to name her. The default name is Terra.
After naming her, the Narshe guards knock on Old Man's door, and he ushers Terra out his back door and on to a bridge. Crossing the bridge, you'll come to a cave. Just walk through it and pick up the chests as you go. Eventually, the guards will catch up to Terra and force her onto a rather flimsy piece of cave.
A short pain induced flashback later, you'll be able to name your second character of the game: Locke. Locke will then come to Terra's aid, with the help of the Moogles! After breaking into three groups of four (switch between them using the Y button), you'll face off five groups of enemies. They'll slowly crawl up the pathways, and they get close enough, you'll enter battle with them. After these five relatively easy battles, take the group that's in the best health (likely the one with Mog in it) and walk to the bottom of the screen. You may want to remove Mog's equipment, because that shield is the best one you'll find for quite a while. After healing your group, talk to the stationary guard, and you'll enter a battle with the Marshal.
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After the fighting's done, you'll be at the entrance of Narshe. You can go to the classroom for beginners, or you can just leave. Once on the world map, travel south to the desert. In the middle of the desert, you'll find a castle: Figaro Castle.
