After the cutscene, you are prompted to name and customize your character, see Character Creation for help on with this. When you are done a 2nd cutscene begins. Following the cutscene you are now in control of your character. There is a note on a chair in that room that mentions Paleblood for the first time, read it before opening the door on the opposite side. You will find several messengers on the floor in this building, they give you tips and teach you how to play. Keep moving and you will reach a room with a Wolf Beast, attempt to fight it and if it kills you, you will wake up in Hunter's Dream