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 north end of the room a little before lighting the candle in the middle, you can find some useful items with which to begin the game. (left side 47 gil, right side a potion) there's also a plaque about the ship you can read.
Once you're ready, go back to the center of the room and light the candle. You will 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.
| Masked Man |
|---|
| HP: 160, Steal: Potion, Wrist, Mage Masher |
 This battle is primarily to familiarize you with the game's battle system before things get more complicated (and the enemies more dangerous). Have all characters steal from him to receive a potion, Mage Masher and Wrist. Once you've got those two valuable items, switch everyone to attack. Use a potion if needed, but you should just need normal attacks to unmask and defeat him. |
After the fight, you'll meet with the members of your party and talk to Baku. After reviewing the plan of action, he will ask you a question, and you will have two options for answering it. The second option takes you to another movie.