.. What should I do first?

When the game starts, you're talking to Dagny, the person who hired you to find someone named Magnus. She suggests you explore the ship, the Heerlijkheid --

I can't find my way around town!

-- but you can't because someone named Elisabet has removed the gangway. You need to go the Culture Center and talk to Soren to correct that.

Soren and the Culture Center

Once you've finished talking to Soren and exploring the Cultural Center, go back to the ship and explore there.

Elisabet and the Ship

Finally, stop off at the Missti Skip Pub and meet cranky Gunnar.

Gunnar and the Missti Skip Pub

You've now met everyone in town and have a pocketful of puzzles to solve. Enjoy!