Enter your name, and witness the short introduction, which leads into a conversation with Jounouchi. Yugi runs in and starts crying... The Millennium Puzzle is missing, and it's up to Yugi, Jounouchi and you to get it back.
Sit through a rather long dialogue, involving the main characters. The woman in white is Ishizu, who plays a rather major role in the game.
This area of the Domino City is called 'Domino Plaza'. Explore it if you like, and find your way into the bottom-right screen. There, more to the bottom right of the screen, past the road-block, and you'll reach the Kaiba Corp building, just in time to watch an exchange between Seto, Mokuba, and Rebecca Hawkins. After the dialog will be your first duel.
With the duel over, find Ishizu (She's one screen left of the fountain /clock), and walk into the building on the left (Domino Station). Inside, Yugi and Jounouchi will have an exchange with the station guards, which inevitably leads into a duel.
Once victory is assured, the guards will let you pass through the barrier, and onto the station platform. On the downside, Panik arrives, and gets through the barrier with much less hassle.
On the platform, head right, into the "white bit", which is apparently a train. On-board, walk to the left of the carriage, and challenge the guard (in white) to a duel. He'll decline, but keep talking to him, and the train will start moving. Once the train is in motion, challenge him again, for your 3rd duel.
Once beaten, the guard will move out of the way, allowing access to the door he was guarding. Enter it, for a confrontation with Panik.
After the duel, the lights come back on, the train stops, and the train guard runs in, to inform everyone that the train has reached its destination. Once Panik leaves, follow him off the train, and onto the platform. Head up the stairs, and follow Panik out the top-right of the screen. Talk to the suspicious person, standing in front of the VERY suspicious door, and enter, just in time to see Panik's death.
Watch the brief cut-scene, involving Yugi, Jounouchi, and the ominous person in black, which leads to a duel. The mysterious person hands Yugi the Millennium Tauk (A Millennium Item which lets the bearer see into the future). What Yugi sees is a vision of Domino City burning to the ground, with the person responsible panning into the picture, and slowly turning around, to grin at the camera - it's Yami.
After Yugi finishes crying, head out of the room, for an exchange with Seto and Mokuba. Once they leave, head left, then left again, to get to the "WORLDMAP" screen (All Reserved Kaiba Corporation Ltd)
Neat touch : 'http://www.kaiba.com' isn't owned by Konami
On the World Map, choose to go back to Domino Plaza (represented by a picture of the clock), to consult Ishizu, on the matters of evil pharaohs, and ominous people in black. Fortunately, before Ishizu can start another 5-minute dialogue, everything gets interrupted by a random stranger, who looks like a palette-swapped Red Mage. Deal with him, however, and you’re rewarded with the very first re-appearance of Pegasus.
Listen to Ishizu's speech, and head back into the station, where a new area of Domino has opened up (Domino Harbor). Make your way there, and then climb the stairs, boarding the ship in time to watch a 'duel' between Magnum and Mai. After the exchange, talk to Mai, and agree to duel Magnum.
Once you've dealt with him, talk to Mai again, to open the doorway on the right. Enter, to find an cargo hold, complete with its own ominous person in black. Take him down, for your 2nd Millennium Item, and a brief cameo from Shadi. Once he is gone, leave the boat, and head right, back to Domino Plaza. Talk to you-know-who, for another 'enlightening' conversation, which closes the first section of the game.