1. Narshe
After the dialogue, you will gain control of Terra. Follow the path and defeat all the guards you encounter until you reach
the mines. Once you're inside touch that shiny thing to access the menu and save. Now get back to the main path and go on until the first boss of the game shows up: Whelk.

2. Locke the thief
When you have control of Locke check out the clock to find an Elixir, then exit the house from the rear door
and head towards the mines. You'll see Terra running from the guards when she falls, and you must go and save her. Follow the path leading to Terra, and some guards will show up, but you will be helped by the Moogles. Make 3 parties and start fighting the guards, and after you beat them go fight the general.

3. From the mines to Figaro Castle
After the battle head north, and reach the Moogles home to take a Phoenix Down, now exit the mines from the secret passage (remember this secret passage, because it will come in handy later in the game). You'll find yourself out of Narshe and now head south, and make your way through the desert to find Figaro Castle. Enter and proceed north, pass the door to get to the King's room. After talking to King Edgar exit this hall and enter
the rooms on the left and on the right to find an Antidote, a Soft, a Phoenix Down and a man who will sell you some useful tools for Edgar. Now enter the left tower and talk to the maid, she will tell you the story of Edgar and his brother Sabin. Get back to Edgar and then two guards will worn you about Kefka's arriving. Exit from the tower and talk to Kefka, your party will escape, and you'll be attacked by two magitek. Beat them and head south, look for a cave, and when you find it get down the chocobo and enter.

4. Figaro cave and South Figaro
Check the water there to heal, and engage some battles to raise your level. To proceed enter the door in the upper-right corner, and in this new area proceed downwards and at the fork take the left path and enter in the next area. Cross the bridge an take a Tincture from the chest. Now backtrack to the fork and take the other path, follow it and you'll come up to another fork, this time go to the right first and get the Tincture, get back and follow the left path and pass the stairs. Now there are two flights of stairs, one leads you to a treasure chest containing a Phoenix Down, and the other takes you outside.
Once you're out, head south until you see a town near the coast: that's South Figaro. Take your time to find all the items hidden in the barrels, and buy the Sprint Shoes from the relic shop, these shoes will allow you to run (if you equip them to the visible character). Exit the town, and head northeast to reach Mount Kolts.

5. Mount Kolts
Once inside, you'll be in a room with a bridge and a rock on the right, walke near this rock to reach a chest, open it and you'll find a Guardian, now go back and cross the bridge. Follow the shadow and go ahead until you come up to another bridge, cross it, and when you arrive in the new zone, use the save point. Get down the mountain following tha path and you'll meet Vargas. After the fight enter the cave nearby and grab the Tent, now exit and Sabin will join you. Now enter the cave that you should find easily if you head north and walk near the mountains to your right.