To start a new game of Majora's Mask, go to the title screen and select an unused game slot, or delete an existing saved game. Enter your name (or enter "Link" since that's the character's official name, as you might already know), then choose END. Afterward, select your newly created game and choose Yes to start.
Meet Skull Kid
After a cut scene, the Skull Kid takes your ocarina, then rides away on your horse.
You won't be able to save the game for a while. You can only start saving the game after you have reached a certain point. It will probably take at least fifteen minutes of playing to reach that point, so be prepared to spend some time playing before you can save. If you don't mind some spoilers, read the How to Save the Game page for more information.
After Skull Kid rides away with your horse, run into the hollow tree up ahead. In the next area, walk up the steps formed by the tree stumps. Run off the edge and you will automatically jump across to the next tree stump. Do this to jump to the greenish opening up ahead. Go into the green tunnel.
You fall into a hole, and the Skull Kid uses evil magic to transform you into a Deku Scrub. The Skull Kid floats away with Tael (the dark fairy). Tael's sister gets left behind with you and demands that you open the door.
Find Skull Kid
Go to the fairy and walk up to the door, then press A to open it. Walk down the passageway. The fairy follows you and says that she will help you find the Skull Kid. Her name is Tatl. Whenever she makes her bell ringing sound and her name flashes in the corner of the screen, press the C up button to get her advice.
If you step on the flower here, Tatl will tell you how to use it. Here is an explanation of how to use the flowers: As a Deku Scrub, you can walk onto large pink flowers and press and hold A to dive into the flower. (Be sure to stand in the center of the flower in order to get the Dive option.) Keep holding the A button while you are in the flower and you can use the control stick to change direction. Then when you let go of the A button, you will fly up into the air, then you will float slowly down using the spinning pink flowers that appear in your hands. You can use the control stick to glide long distances with those flowers. You will only glide for a short amount of time, then you will fall to the ground. If you want to fall to the ground right away, press A.
Note! There are pink flowers and there are yellow flowers. The pink ones don't send you up as far as the yellow flowers do.
Dive into this flower and float across to the door. If you fall to the bottom of the room, just use the flowers to float back up. Go through the door.
In this large room, there is something standing on a platform to the right of where you entered. Before you go there, use the flower to go to the left, where there is a treasure chest on the platform. It contains a Deku Nut. You can use these while flying to drop a stun bomb. You can also use these while standing on solid ground, to stun enemies.
After getting the Deku Nut, use the flower and float around the nearby tree to reach another tall platform. Use the flower on it to go to the narrow platform to the left of the door. Walk to the end of this narrow platform and Tatl will speak to you. Press Z to focus on her, then press C up to talk to her. She asks you to go over to the small tree, so use the flower to float to it. Check on the small tree if you wish. Then go into the hollow log behind the tree and you will go into a strange tunnel.
In the next area, you see a water wheel up ahead. There is a bridge to the left of the wheel, so walk onto the bridge. Continue walking up the wooden path. You will reach a room with a spinning wooden column. Near the column, there are some stairs leading up to a door. Go up the stairs toward the door.
The Happy Mask Shop Owner will talk to you. He says that he will turn you back into your normal form if you can get your Ocarina back from the Skull Kid, but only if you promise to retrieve the mask that the Skull Kid stole from him. But you have to do it within the next three days, before the Happy Mask Shop Owner leaves town.
After the Happy Mask Shop Owner is done speaking, go up those stairs and through the door. An ominous message appears on screen: Dawn of the First Day: 72 hours remain.
After that, you find yourself in a new area. This is Clock Town.