The first stage is one of the shortest stages in the game, roughly the same size as the final stage. It takes place in the Fratelli's hideout. Mice patrol the hallways and one Fratelli brother roams the building with a gun. Collect the keys to access the underground trail that leads to One-Eyed Willie.
There are exactly four skull doors to bomb in this single level stage. Rats are easy to locate and destroy to collect the necessary bombs. With only four doors, all that you will find are the requisite keys and captured Goonie. While rats are found throughout the hideout, one lone Fratelli brother runs around with a gun. Keep your eye out for him, as he tends to appear when you wander to the right half of the house. Destroy the doors in any order that you choose, and return to the lower left corner to access the locked door. There are no traps to watch out for.
This is the only proper stage (non-passageway) where diamonds are grouped closely together, so take advantage of that fact and collect as many as you can. More important to collect are the two items hidden in this stage.
You can reveal an item bag one floor below, and slightly to the right of the left most skull door. Collect it to receive the headphones, which will protect your sensitive ears from the deadly noise of the singing Fratelli brother.
Two face-to-face alcoves lie in the middle floor to the left of the right most skull door. On the right side, you can find two diamonds, but the left side is where the second item bag is hidden. Find it to collect the Flamesuit, which protects you from the flame traps that occur in later stages.