When the cutscene finishes, you awaken in the middle of a small shrine. There is a tall grass infront of you, go through until you come to a bridge. Cross the bridge and open the door of the wooden cabin to start another of you to trigger another cutscene.
In the cutscene you will have a choice to enter your name and customise your character. When the cutscene ended go up the stairs to find a Human Effigy in a chest. Then go through next door to get outside. Destroy the wooden cart to find a Torch.
Proceed through the cave to start game's tutorial section. There are three fog gates here and each takes you to a small area where you can learn and practice the game's mechanics. By doing this you will change your character's gender.
Once the tutorial sections ended, go towards a hole in the cavern wall to get to Majula.
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