Depending on which game you're starting out, you may take the time to read the first two of this series to learn how Rean became the hero and why everyone is important throughout the lengthy story you have to go through. To keep it short, if you played it since the Playstation 4 and PSP era, especially in Japan, you'll really enjoy how the stories develop overtime. But if you own a Nintendo Switch in Japan, you might own the whole series but for the English speaking countries, only this and the final sequel is available to play.
Anyway, you'll start off with the new characters on level 50 with all attacks available at the start. This might be a good time to learn the controls and also if you find battles extremely long, you can speed it up. The characters you'll start off is Juna, Kurt, Altina, Musse and Ash. These are students of Class VII of Instructor Rean. It's pretty basic. Just go through the narrow path, attacking different types of enemies until you reach the rest tech area. Then you face two robots before facing two mysterious female warriors. Thus this end this prologue.
By the way, this takes place near the end of Chapter 3 but it might not play the same sequence twice once you reach the same spot, three chapters. If you're still scratching your head, the school of hard knocks in the beginning of the next chapter might be the tutorial to start off with and there would be a lot so get ready for a long adventure of a lifetime. Also why you should care about all these characters.