After Sahasrahla explains how you ended up in Hyrule he explains Ganon's return and gives you the Big Bag. This bag contains a Flute, aLamp, a Bug-catching Net and a Bottle with a Gold Bee inside. You will get the Bag back at the beginning of each Week with all the items you have collected stored in it.
Once you have the Bag, open your inventory and let the Gold Bee out of its bottle. This is a special bee; it will stay with you and even move between screens with you, and it will not leave you until you get your sword—this is because you are currently defenseless without the bee.
Now head onwards to Dungeon 1; with the bee protecting you it should be easy to dodge Octoroks and Armos Statues (don't linger too close as they come alive), but if you're hurt, know that there are healing fairies in the cave immediately south of the Dungeon Entrance.