A little starting guide that could help:
or
I would just suggest going to episode 1 normal and going to the forest then doing a quest after that.
And if you need anymore guides try looking at the helpful guides sub forum:
https://www.phantasystaronline.net/forum/index.php?/forum/10-help-and-guides/
pso-world is also a great resource for most items as well. Good Luck!