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After a lovely cinematic introduction, your main character, Squall, wakes up in an infirmary bed. Answer the Dr.'s questions however you like - it only effects the dialogue. Name Squall by selecting "confirm", or rename him to whatever you wish. At this point you'll meet Quistis Trepe - Squall's instructor and another main playable character in the game. Walk with her away from the Infirmary and you'll get a cinematic introduction to Balamb Garden.
Once Squall becomes controllable in the classroom, go to the front and speak with Quistis. She'll direct you to the study panel, back at your desk. I highly recommend you take this time to learn what you can about the story and how to play the game. The tutorial will offer a wealth of information, but for now focus on learning about GFs, the battle system, card game, and especially the icons. When you select the tutorial you will be introduced to your first two GFs - Quezacoatl and Shiva. When you get into the meat of the game elements icons will be used quite often, and recognizing them on sight is very useful.
On this panel you'll also notice a selection called SeeD Test, which is greyed out. Once you complete the SeeD exam later in the game, this will be useful to you. Most of the information here can be found in the Tutorial area of your main menu as well.