When starting the game and going through the tutorial you will need to first get your weapon and fight a few monster before opening the next area. When you are told to climb the wall be sure to go to the one straight ahead that is flat and goes straight up. you will enter a cut scene, battling a giant monster. After the cut scene you will awaken in Astra Shelter. this will have some story dialogue and introduce you to some characters. They will then ask you to get you weapon and follow them to Celine.