Welcome to Mordavia!
When the game begins, you're trapped deep within a cave after a nightmare about flying and falling (which is how you got here). Like all airlines, your luggage is now inside a third-world country where they don't speak English, so you have nothing more than your clothes, your armor, and a money pouch with one single coin. What a day...
Anyway, the room is REALLY dark, so you'll have to create a way to see. There's a skeleton lying just a little below you. Search it to find a Dagger and a bunch of Crowns and Kopeks. There are two other skeletons further north. Search the farthest one for a lot of cash. Next, search the one just below it for a piece of Flint and some more coins.
In the back of the room is a very creepy altar with two torches alongside it. Use your Flint to lite the one on the right, then pick it up. The other torch can be lit, but it's sealed into place. Anyway, head all the way to the far north end of the room and open the valve-shaped door (folks, this place is getting creepier by the minute).
The next room has four doors in it, but ignore them for now. A bit aways from where you enter the room, you'll find the first class-dependant point. Fighters and Paladins can grab an old shield and rusted sword, Wizards can get a cloth and a handful of coins, and Thieves can find a useless Thief Mark telling you to head south. If you try to exit through the south as a Fighter or Paladin, or just stay in the room too long with any class, you'll be attacked by Badders. Kick their ass, then continue.
Exit south, and you'll be in yet another room. A rope is suspended over a deep chasm, which houses a cave, which houses a freakish, multi-tentacled monstrosity. Unless you feel like offering yourself as the main course, I recommend you avoid falling into there. There's a rope hanging over the chasm. Fighters and Paladins can just cross over it (your SP will probably be close to gone by the time you reach the other side). Thieves can walk across it (same thing with SP). Wizards have to use the cloth on themselves, then cast Levitate. The wind'll push you across.
Exit through the gaping hole. You'll slip out of the cave moments before the entrance closes. In fact, the whole cave looks like a six-tentacled nightmare! Yeesh. Anyway, you'll cross over the stones and meet a young woman on the other side. She'll introduce herself as Katrina, tell you to get your ass over to town, warn you that nights are dangerous, blah blah blah, then walk off. Before you follow in suit, though, grab the plaque on the arch. It's the Dark One's Sign.
Head west and down the slope. Go west again and quickly head north, away from the swamp. Keep going north until you reach a dead-end, then head east one screen and north another. Rest an hour, leave the screen, and re-enter. The town gates will be open. Go inside.