The game starts in Hytopia where an assistant of Madame Couture's will speak with you, and suggest that you visit her shop at the center of town. So go ahead and check out the place to see what its about, although you won't be able t do any transactions there yet. Also make to cut the bushes and grass around town to score free Rupees. Anyways, continue onward to the castle to meet with the commander. You can also use the fountain near the castle entrance to save too.
Take the material you received from the commander to Madame Couture so she can create the Hero's Tunic. Go back to the castle to proceed. At this point you'll have the choice to travel with Doppels (magic dolls) or with real players depending on which room you enter. Speak to the people in the room for info. Have all three characters step on the gateway when you're ready to continue.