Hyrule Castle
After you exit Kokiri Forest, you will finally enter the "outside world." The map that now appears in the lower right hand corner of the screen will be the map of the entire world. Your location will once again be the yellow arrow and it will be in the eastern part of the map. As you leave the tunnel-like trees, an owl will stop you and speak to you. I find that the owl is not very helpful with its "advice" and is just a pain in the ass in general at a few parts in the game. However, if you are not exactly sure what to do next, by all means speak to the owl - it might shed some light on your adventure.
This time, the owl will merely restate the obvious - that you have to go to Hyrule Castle. On the world map, Hyrule Castle is in the northwest corner of the map. Just follow the dirt path and it should take you right up to the castle walls. When the sun goes down, enemies will appear. It is not important that you kill them - you will not receive fantastic items. However, you may want to seize this opportunity to sharpen up your attacking skills. Here is an important bit of information - the castle drawbridge gets raised at nightfall and is not lowered again until dawn. If you come across the drawbridge at night, you will have to wait out the darkness until it descends again. When it does, enter the castle.
In the Market Square, there is one shop of importance - the Bazaar. It sells the Hylian Shield for 80 rupees. This is a strong shield that is immune to fire and is worth the money. Also, in the Market Square, you might encounter a girl who is just standing around. If you talk to her, she will probably introduce herself and talk about her father. After this, proceed to the castle.
At the castle gates, a guard will inform you that you are not allowed in. Then, go back into the Market Square. If you ask around, a fat lady will eventually tell you that the little girl is gone. After this, go back towards the castle area. You will see the girl standing by a wall. If you talk to her, she will give you an egg. Assign the egg to one of your "C" buttons, and it will hatch after 24 hours. After you are given the egg, climb the vines on the wall that was just behind the girl. Hop over the gate and start walking to the castle while avoiding the guards at all costs (if they catch you, you will have to sneak in all over again). You will eventually have to climb another wall in the place where there are bricks in the wall. You will soon come to a moat. Jump in the moat, and where the water bends, climb out at the corner.
Proceed on foot to the other end of the moat. There you will encounter a sleeping man. Here you must "use" the chicken that hatched from the little girl's egg on the man to wake him up. The man will wake up and run home. You will see two large blocks and a path on the ground that would allow the blocks to be pushed into the moat. Push the first block into the moat and push the second block on top of the first. Then, climb on top of the second block and jump across the moat to that little opening in the wall. Crawl through the opening to enter. This next part is unpredictable. I think that the time has to be somewhere around high noon.
If you are lucky, when you emerge from the small opening, there will not be guards that will not let you pass. If you are unlucky, there will be guards and they will toss you out. You must sneak past all of the remaining guards in a type of "obstacle course." Then, you will enter into a garden. The garden is the location in which you will finally meet Zelda. She will talk a lot with you and then will tell you to leave with her guardian, Impa. Impa will escort you out of the castle, and teach you a song on your Ocarina (remember that thing that Saria gave you when you were leaving the forest). The song is called Zelda's Lullaby. To learn it, simply press the corresponding buttons on your controller. She will then point you in the next direction of your quest - Kakariko Village.
