The first step in your journey is to speak to Zeus.
Go to Zeus's Temple
You start the journey in Arcadia. Go to the right. In some areas, slimes will fall from the trees. You can avoid them by walking without stopping; they will fall behind you. If one of them falls in front of you, you will have to keep swinging your club until it jumps up high enough for you to hit it. Be sure to back up if it gets too close before you can hit it.
Defeat the Bull
Keep going to the right in Arcadia until you find a white house. Go inside (press Up to use the door), and follow the path until you encounter a bull. Wait for it to charge, and swing your club when it comes close. Be aware that sometimes it immediately charges again after you hit it.
Talk to Zeus
Once inside Zeus's temple, go to the right and press down to kneel, then press the attack button to talk to him. He says that you can't use the power of Argus without the Sword of Hephaestos.
Talk to Zeus again to get a password. Even if you don't write it down, getting a password will save your progress if you get a game over and choose Retry. This is especially important if you want to keep your olives, which will be important later.
Go to Athena
From Arcadia, there are three places where you can go: Attica, Argolis, and Pelopponesus. You should go to Attica first, because it leads to Athens, where you can meet Athena.