To start a new game select "Start a New Game" on the opening menu then proceed to pick a character(male or female, respectively) Then chose a weapon to start with. Don't worry, you can purchase and find other weapons later. Now chose where you would like to play on the world map.
After receiving the artifact "color blocks" exit to the world map. Press the square button to select an artifact and place it on the world map. Once the artifact is in place you may travel there.
Speak to other characters in the game using the X button. Most events are triggered by speaking to a character, though others may be triggered by a specific action or simply entering an area.
Press the X button to attack when fighting against monsters! Be sure to watch your health(the top bar) because if it drops to 0 you'll have to wait to be resurrected before you can begin fighting again! When the little lines of lightning appear it means you are near enough to one of your companions(whether it be a pet, golem, or person) to cast a magic spell! If you're confused near the beginning of the game be sure to talk to Duelle, the onion warrior. He has lots to say!
Whenever you enter new towns be sure to stock up on new weapons and armor!