Obtaining Link's Sword and Shield
After you've watched the beginning cutscene you'll wake in Marin's house after the kind girl has rescued you. Once you've spoken with her for the first time she'll instruct you to take a stroll down to the beach.
Before exiting the house you'll want to speak with the man that's standing near the table as he'll give you your Shield back, exit the house and begin following the path to the west until you stumble across a house with a bomb attached by a chain to the front of it. From the bomb you'll now want to head south and walk down until you reach the beach.
Once your feet have touched the sand you'll want to make your way towards the east of Toronbo Shores, but you'll need to make use of the R button here as it will ready your shield allowing you to block any incoming attacks. Continue onwards until you notice your Sword is stuck into the sand, collect it and speak with the Owl that has now appeared.
Obtaining the Key to the Tail Cave
The Owl will tell you that you need to take a look in the Mysterious Forest to locate the key. Head back up into Mabe Town and make your way over to the furthest West you can go to find a well. Make your way above it and use your Sword to destroy the bushes that are blocking your path to it, then drop down and collect a Piece of Heart.
Note: Once you've entered the Mysterious Forest you'll come across some Moblins that will launch Spears at you. Use your Shield to deflect the spears impact and go in for two swipes with your Sword to kill them
Now you'll want to exit the well and make your way up north into the Mysterious Forest where you'll be greeted by the Owl again. From inside the forest you'll want to take a walk along the path taking out any Moblins until you come across an open tree trunk, proceed inside to enter a cave.
Once you've entered the cave you'll want to quickly kill the Bats inside first as they can push you off and then destroy the crystals that are surrounding the Chest, quickly sprint across the slowly crumbling path to reach the right side of the room and push the stone to the left which will allow you to open up the Chest and gain 50 Rupees. Sprint across the path again and head further into the cave, follow the path around until you reach another section where you'll need to move the stones to gain access to the south exit, collect the Sleepy Toadstool that's waiting for you and re-enter the cave.
Make your way back through the cave and exit, now head further north until you notice another cave entrance which isn't accessible currently due to the three stones that are blocking your way in. For now you'll want to head east into Koholint Prairie and follow the path along until you come across a Witch's Hut, enter it and speak with the Witch, then give her the Sleepy Toadstool which she'll use to brew up some Magic Powder.
Note: Now the Magic Powder has been obtained you'll now have the ability to put enemies to sleep by sprinkling it over them, you can also use powder to light up torches around the world aswell.
Open up your menu and assign it to either the X or Y button and then head back into the Mysterious Forest and follow the path south of the blocked cave until you see a chance to take a left, turn and then head north to find a Raccoon standing beside a tree. Approach it and use the powder to put it to sleep allowing you to get past and grab the Key to the Tail Cave from the chest further ahead and speak with the Owl.
Locating the Tail Cave
With the Key to the Tail Cave obtained, it's now time to head back to Mabe Town. Once you've arrived make your way over to the right side of Marin's House and use your Sword to cut away at the large grass field to find your first Secret Seashell. Now make your way down to the south of the field and enter the building to have a try at the Trendy Game, follow the instructions on screen and position the claw over the Yoshi Doll to obtain it and then play once more to win yourself another Piece of Heart.
Once you're done playing, exit the building and make your way up to the north of the map and enter the large building that has two doors, trade the Yoshi Doll with the lady to obtain a Bow and quickly speak with the man beside her before leaving. Head over to the house with the bomb attached to it and enter the dog house that's to the right side, now trade your Bow for some Dog Food.
With the Dog Food obtained you'll now want to make your way over to the beach and head east to find a small house with a blue roof, enter it and trade your Dog Food for some Bananas.
Now head back into Mabe Town and follow the path of trees to the east to find three statues, insert the key into the middle one to gain access into the Tail Cave.