Outside, examine the nearby Bird Statue nearby to be able to save your game. These things are scattered widely throughout the in-game world, and are invaluable tools; use one whenever it is possible.
Anyhow, the gate to your right is locked, so in the other direction and you’ll be given a tutorial on locking-on and dashing/climbing/jumping. You’ll first target Instructor Horwell with the Z button, then you’ll dash towards and climb on the crates, then dash-jump across the gap.
Speak with Horwell and you’ll be asked to recover Mia, the Headmaster’s pet. Upon regaining control, dash towards the wall to grab onto the narrow outcropping, then move left until you can no more. Press A to fall off and go along this path to find some vines. Climb these vines to find the roof. Go to the nearby wooden crate and push it next to the wall.
Dash at it and the wall to be able to reach Mia. Pick her up and drop off the ledge behind the bell arch. Then approach Horwell to return Mia.
After this, you’ll be told to find Zelda and meet it. See that unused Bird Statue nearby? Go towards it (and use it if desired), then continue toward the green bulbous plant. This is a Stamina Fruit and fully restores your Stamina Gauge when touched. Continue along the path and up the wooden stairway, then continue towards the large Goddess Statue.
Once you meet up with Zelda, a rather lengthy scene occurs. You’ll basically learn about the Loftwings. Zelda will try to get you to call your own, yet you literally cannot sense it (is it me, or is this sounding like Avatar?), and Zelda saves you from a supposedly-eternal fall to your death as your Loftwing won’t come. So … where is it?
For the time being, you are told to tell Horwell about this problem. Go back through the courtyard and downstairs, then towards the Knight Academy. Tell Horwell about your predicament, and he’ll leave to speak with the Headmaster. Speaking with the girl nearby has us led to Pipit. Head into the Academy.