After leaving school, your quest eventually takes you to your first dungeon.
You begin the game in Lenna's school, where her eight students are sitting at desks. Go to the right to get the Broken Yardstick. You can swing this like a sword by pressing the button shown on screen. (You can change the button configuration in the options menu.)
You can optionally go up to look around Lenna's room, and examine different things in the school building. When you're ready, go down until you exit the school building.
Henrietta the chicken wakes you up. After you notice your glitched-out school, watch which direction Henrietta goes, and follow her. You can also check the map. You need to go to the Elder's Cave. After you see a strange, glitched scene, enter the cave.
It's Dangerous to Go Alone
After some dialogue, you will get the pet whistle. Henrietta will follow you from now on, but you can use the pet whistle to send her away or call her back. Henrietta doesn't help you in battle, and will hide if there are monsters on screen. For more information about pets, check the pets page.
Pick up the Wrapped Parcel in the middle of the room, then leave the cave.
Outside, you meet Lance. You'll automatically give him the parcel. Check the map to see your destination. There will be a map marker on it. Once there, go to the dungeon entrance and you'll automatically pick up the Bicycle. You can use the bicycle to warp to certain locations you've been to. Just open the map and put the cursor on a location to see if you can warp there with the bicycle. You can also use it to warp to rooms inside of dungeons.
Enter the Dungeon
Go into the dungeon. After some dialogue, explore the dungeon. If there are doors preventing you from proceeding, explore the room and make sure to kill all the monsters in it. If there is a block puzzle, you can push the blocks that have marks on them. You need to push them onto the marks on the ground to open the doors.
Eventually you will reach a room where Lenna begins her tutorial for Lance. After you explain how to use the sword, use your weapon to demonstrate. When a monster appears, kill it. You will get the Power of Fortitude.
Pick up the phone that appears. You will also get a sword.
Now that you have a sword, you can explore the parts of the dungeon that were blocked before, by using the sword to cut bushes/crystals/pots in your way. You can find a Steel Shield in the dungeon, as well as the Map. Once you have the map, any map rooms with treasure in them will be marked with a circle, so be sure to check out those rooms.
It also shows the location of the dungeon boss, Azraflail. Fighting the boss right now is optional, so you might want to come back after you are stronger. If you don't mind spoilers, check the endings page for more info. You can use the bicycle to escape the boss room any time during the fight.
Exit the Dungeon
After you have obtained the Sword, Phone, and Steel Shield, when you leave the dungeon you will get a phone call and are told to talk to the librarian. The library will be marked on your map. Go into the library and there will be some dialogue with the librarian, Paige. She will mark the locations of the dungeons on your map. The second dungeon will have a map marker over it, so be sure to go there after exploring.