The Training Area and Tutorial
The first time you begin the game you start in an offline area known as the Courtyard of the Awakening. In this set of rooms is a quick tutorial explaining how to move about in the world and how to use the game. After the first time through the Training area, you automatically start at the end of the training area outside of an area known as Threshold.
You can begin the game in the training area by checking "Start with Training" on in the options menu.