This page explains what to do at the beginning of The Legend of Zelda for the NES.
When you first begin the game, you are in an area with a cave nearby. Go into the cave, and the old man will tell you "It's dangerous to go alone! Take this." Walk onto the sword to get it. It is automatically equipped to A. When you press A, you will stab with the sword, and you will shoot a sword beam. If your life meter is not full, though, the sword will not shoot sword beams.
Bombs are very useful, and you can use them to help you increase your life meter and get a better weapon before you even go to the first dungeon. You can buy bombs at some shops for 20 rupees, BUT, you can also get them for free from certain enemies. You can find enemies that give bombs if you go north from where you started, then go west until you find areas that have Blue Octoroks and Blue Moblins. (Notice that you crossed a river on your way there.) Go from screen to screen in these areas, killing Blue Octoroks and Blue Moblins until they leave behind some bombs.
Get a Heart Container
A heart container can be found by going to the southernmost part of the map, then go east until you see some water. (If you reach a dead end instead of water, find a way to go north, then east, then south when you can, and then continue going east.) Bomb the wall there to find a hidden area where you can choose a piece of heart.
Get another Heart Container
There is another heart container that you can get in the eastern half of the map. It's in an area east of the desert. There is a big rock in the middle, and there are a bunch of jumping Tektites in the area. Bomb the southern wall of the big rock to find a hidden cave. Inside, choose the piece of heart.
Get the Letter
If you feel like it, you can get the Letter to the Old Woman. If you have it, you can buy life-refilling medicine from an old woman who can be found in caves around Hyrule. To get there from the location of the heart container described in the previous paragraph, go east, then go past the stairs and go north along the water to the next area, then go east. Go up the stairs and go into the cave at the end to get the letter. Then go back to where you got the previous heart container.
Get the White Sword
You can get the White Sword as soon as you have five heart containers. The White Sword is in the northernmost part of the map, a couple of screens east of center. If you just got the heart piece described in the previous paragraph, you can go north up the stairs, then west twice, and you will be in a screen with a waterfall. Go up the stairs and go into the cave in this area. If you have five heart containers, you can walk onto the sword to pick it up. It replaces the wooden sword and does twice as much damage.
Get the Blue Candle
You should also collect rupees until you have 60 rupees. When you do, you should go back toward the east, go across the river, and go east until you find a cave entrance. Go in and buy the Blue Candle.
Get Yet Another Heart Container
There is a big body of water in the center of the map, and there is a Heart Container that you can get by using the Blue Candle to burn a tree south of that body of water. When you go into the hidden area, choose the piece of heart.
Get the Blue Ring
The Blue Ring causes enemies to only do half as much
damage to you. You can buy it from a shop for 250 rupees.
If you don't have enough, then with the Blue Candle,
you can get a lot of rupees pretty easily. First, if you
go north from where you first started the game, then go east, you will
go past the south side of a lake. One screen east of the lake, there are
nine trees in the middle. Use the Blue Candle to burn the one marked with an
O O O O O O O X O
Then go down the stairs and take the rupee to get 100 rupees, which the Moblin says is a secret to everybody.
Now you can go directly west form there for several screens
until you are blocked by a thin row
of red trees. Burn the one marked with an X below:
OO OO X O O O O OOOOOO OOOOOOOOOO
Go down the stairs to get another 100 rupees.
Now you have at least 200 rupees. You need 250 rupees, and if you don't have enough, you can go north and west, then burn the bottom-right tree in the group of eight trees in the middle to get 10 rupees, then you can go east, south twice, east, south, and west until you are out of the forest and in a rocky area. Bomb the wall to the right of the notch in the wall and go down there to get 30 rupees. If you still don't have enough, go east until you reach a dead-end, then go west, north, then east until you reach an area with nine green rocks in the middle. Bomb the north wall just west of the part that sticks out, then go down and get 30 rupees.
The shop that sells the Blue Ring is in the western half of the map, near the center. There is a big body of water in the center of the map, and the Blue Ring shop is west of that body of water. The shop entrance is secret, though. It's hidden under the top-middle statue. Just touch the statue and run away. The statue will come to life and the stairs will appear. Go down and walk onto the Blue Ring to buy it. When you exit the shop, you will be wearing a blue tunic, and enemies will only do half as much damage to you as they did before.
Go to the First Dungeon
As mentioned earlier, there is a big body of water in the center of the map. Go to the east side of this body of water and you will find a bridge. Go across it and you will reach Dungeon 1: Eagle.