.. What should I do first?

Pirates are loaded with great information.

Perhaps, you should try talking to them.

The pirates on the western side of the SCUMM Bar can give you some background information.

You can only talk to three of these.

You can talk to the pirate at left side of the top, left table; the pirate at the left side of the bottom, right table; the pirate at the right side of the middle, right table.

They don't give you any extremely useful information, though.

However, there are even more pirates you can talk to.

Who did the pirate at the top, left table tell you to speak to?

Three Important-Looking Pirates, perhaps.

They're on the eastern side of the SCUMM Bar, one screen right of the curtain.

Talk to the three Important-Looking Pirates.

You need to get their attention somehow.

Tell them you want to be a pirate.

Talking to them more can help you learn about the three trials.

Run through all the dialogue options to learn more about the three trials.