When you first log into the game you will notice an NPC standing in front of you with a gold scroll above her head. This means that she has a quest for you to complete. As you explore the world you will see other NPCs with talismans above them, which indicates you can obtain quests from them, which is a great way to gain experience, and obtain wealth and items. Right click on her to open her dialogue options and select the options to complete the quest. In addition to using left click to move, you may also use the WASD keys to move around.
For more information on quests, please check out the quests page
Ether Saga: Odyssey has the ability to automatically set your character on a movement path to NPCs, monsters, and locations. To try this out accept the next quest from the NPC; you should notice that your Tracker tells you to report to a new NPC. You may click on the NPC's name to begin to automatically move towards them. You may also open your quest log and select the quest to find more information about it and auto route information. You may also open the map (M key) and select an NPC from the list to auto route to them. This can be a very convenient feature if you don't have a lot of time to search around on your own.