After arriving on the shores of Spira, you’ll regain control after a brief scene. Immediately begin by heading east/southeast and into an alcove nearby, where you’ll find a chest with the Moon Crest. This is a special item, as it will be used to help unlock the potential of another character’s Celestial Weapon much later in the game. Return to the main beach and head west to find a chest with two Antidotes within, then go speak with the Aurochs and Wakka. Doing so will earn you 200 Gil, 3 Potions, 2 Potions, and a Hi-Potion in all. Follow Wakka eastward towards the Crossroads, where he will give you a slight nudge into the waters below the cliffside.
In this aquatic area, simply follow the path forward, while keeping an eye out for some chests underwater. There should be a total of three of them, which will contain a Phoenix Down, a Hi-Potion, and two Antidotes. These chests are also missable, since you will be unable to access this area once you leave, so if you want those treasures, make sure you scour the area thoroughly. Continue through the waters, knowing you can get into random encounters here, until you trigger a cutscene. When the scenes are over, you will be back on dry land, so follow the trail until you finally reach Besaid Village.
After the scene in the village, you’re welcome to stay around and plunder as you please. Due west of the place where you regain control is a Phoenix Down. Now, take a look at the minimap and you ought to see a very, very narrow westbound path. Use the minimap to navigate to it and follow it for 400 Gil, a Hi-Potion, and two Potions. Enter the large blue tent along the west side of the area; it’s the main HQ for the Crusaders in Besaid. There will be a Save Sphere in here, so make sure you save your game.
Feel free to speak with the people here about why the Crusaders exist, though, and to pick up the Al Bhed Primer Vol. II on the floor. That will just about do it for now. Have you noticed that big large gray temple at the north side of town yet? Go ahead and enter the temple for a scene, after which you need to speak with Wakka in his hut and take a nap. There will be a bit more cutscene-stuff; just walk left during the cutscene that results. When you awaken, head back into the temple. There, after some more scenes, you’ll run off into the Cloister.