Chapter 1: Sit and Stay are Tricks for Dogs
After the scenes, head straight to the south to find Ancheim, the city in the demo. After the scene, you'll have another party chat. (Ancheim, Land of Sand and Time) Rest at the inn until daytime and view another party chat. (The Cogs of Ancheim) There are new gears and magic scrolls in the shops here so you can farm outside the city for a while if you want. If possible, try to get Protect first since it will help in your next major boss battles. When ready, head to the objective marker (which is present only during the day) to continue with the story. After the scene, a party chat will be available (Agnes's Angst) Enter the palace afterward.
Once inside the palace, approach the King for another scene. After the scene, Sub-Scenarios and a new party chat will become available as well. (What's This Temple?) Before checking the Sub-scenario to the east, let's find some hidden items in the city first. Return to the palace then check the balcony south of the King to find a hidden Phoenix Down.
Exit the palace, head to the west and check the door under the large windmill to find an Ether. Now head to the east and go downstairs. After reaching the lower walkway, find the hidden Hi-Potion to the left of the stairs. Now enter the Khamer Profiteur Merchantry near the blue exclamation point.
Once inside, examine the cloth hanger to the left of Erutus Profiteur to get a Gold Hourglass and check also the floor in front of his desk, near the walkway to find a hidden Teleport Stone.
Once done, talk to Erutus Profiteur and you'll be escorted outside. Examine the water well to the left of the Merchantry to start the Sub-Scenario. To continue this scenario, you have to go to the oasis west of Ancheim. For the full walkthrough of this Sub-Scenario, refer to the corresponding section of this guide. Leave the town and head south to reach the Temple of Wind.