Now don't expect to be able to get into any proper gameplay for a good 5 minutes, there's a lot of dialogue to get through. Probably longer if you read it all (which is recommended).
After all the dialogue you will finally have control. From here go west and through the door, follow your way around this room and go through the southern door. In this room go all the way to the east and through the door, you will find a room with a whole lot of blocks to jump along. Follow the red blocks on the image to guide your way. Go through the door and there will be a treasure chest which contains an Herb. Now go back across the blocks and through the door. Back in here go to the middle of the room and go through the door at the south of the room to get into the next room. Now go through the next door to the south and then the next to reach the exit of Venus Lighthouse.
Outside Venus Lighthouse
Now that you're outside, head down the stairs and keep following the path until a cutscene starts. A bunch of guards are waiting there, and they're looking for you. Alex decides to take on the guards and to regroup at the road leading away from Lalivero. Once back in control head left, until you meet a Ruffian. You're going to have to fight him since he notices Alex is not with you. This will be your first fight, and you should definitely kill the Ruffian with ease. Kraden doesn't take part in battles, only Jenna. Keep going left and you'll end up in Suhulla Gate.