Once you start playing your save file, there will be a prologue. The prologue tells of The Spirits of Good and the Demon King, Malladus. After the prologue, it is revealed that Niko is the one telling this story to Link, in his house. Alfonzo will come in to remind Link that he is going to his graduation ceremony at Hyrule Castle, to become a Royal Engineer. After this, Niko will tell you how to use the stylus to walk. Once you go outside, head east of Niko's house and talk to the kid standing outside of the house with rocks in front of the door. She will tell you how to pick up certain things and throw them. After throwing all the rocks away, you are rewarded a red rupee. You can also head north east and find a boy standing around a beehive. He will teach you how to roll. You can then roll into the tree and knock down the beehive. The bees that fall out of it can not be killed (like all the other bees in the game), so it is best that you run around for a while to avoid them. After the bees finally fly off, you can talk to the boy and he will give you a treasure. Now head north east of Niko and Link's house and once you reach a certain area, Alfonzo will come out of his house with the train.
Next: Getting to Hyrule Castle