How to proceed through the events at the start of The Legend of Zelda: Tears of the Kingdom.

Follow

When you first start the game, there will be a cutscene. Afterward, you can press + to open the menu and save the game and change the options if you wish.

Follow your companion, and talk to them whenever they stop. (Or you can run ahead, and your companion will catch up with you at key points.) Eventually, you will reach a room with three keese (bats). Defeat them and there will be a cutscene.

Afterward, go through the door ahead and follow the path. You will see something in the darkness. Your companion asks if you are ready. If you say no, you can proceed when you're ready by going down the stairs into the dark room. Otherwise, say OK. There will be cutscene.

Afterward, you continue in the Room of Awakening.