You have no trouble finding a horse that you, well, "borrow" to take you on your first adventure. You follow several signs that take you to the Beginners Cave.

As you stand there, you see the local Knight Marshal come out to inspect you. He then says, "You may now proceed," and walks away.

You are at the entrance of a cave. To the south, over the tunnel entrance, is a sign saying "Beginners Only." To the north is the road back to town.

Details at Eamon Wiki