Go across the drawbridge into the castle when you first start, and click on Captain Morgan to talk to him. He will give you your first quest and help you get a cool new weapon.
Sherwood RPG is an awesome game played solo, but is a lot more fun if you make some friends and gang up on the monsters. It's a lot easier to get through the game if you have someone watching your back! They can also teach you how to customize your character and show you the ropes.