The Sanctuary, Village of Crowl
If you start the game with the “Sanctuary” Option, you’ll wake up in the Sanctuary, before you is a chest with the Xenomorph Keycard and a powerful Ranged Early game weapon, the Star Gauntlet, there’s a terminal with some Lore information nearby, further away is a Statue that can Identify the Star Gauntlet, a Training Terminal that can Teach your characters the Skills “Iron Hands”, “Firearms” and “Accuracy” up to 12 and a wheel that you can turn to gain 1000XP and Level up some of your characters. After that and a good rest you should hopefully be ready for outside.
Village of Crowl
You won’t want to run into many tough encounters early on and might improve the chances of that not happening by setting “Wandering Monsters” to “Never” in the Configuration until getting your bearings. The goal for now is to go North and then West, there will likely be 3 Random encounters on the way that might be easier or harder depending, your “Star Gauntlet” should be of help. After you’ve reached the big town plaza you should be relatively safe, you can recruit your first helpful NPC companion “Raghilda” by heading South to the “Wayfarer Inn”, talking to her first and the choosing Recruit. After that head North to the Briarpatch Woods.
If you start here, you have to get out while making sure that your party doesn’t die from Disease, you’ll find the Moravia Key on a skeleton on your way out, as well as a really tough to crack chest and various chests in The Armory on your way out full of weapons of various kinds: