You'll zone in as combat fills the air. You're in Seles and the Imperial Army has attacked. Dart's late, but that doesn't matter. You'll get thrown into battle right away, so just focus on the basics it gives. After that, Dart will join you after hearing the attack. Quickly finish up before you tell him that Shana was taken to Hellena Prison. Then the two of you will head out. You can get some extra training from a man near the entrance if you want.

After a large cutscene, you'll enter the forest. There's a part that you may get a little lost, but the rest is straight forward. Afterwards, get to the Prison and see your way in through a Merchant's Cart. Once you get inside (And nearly get caught by said Merchant that unknowingly helped you in), start making your way through the Prison.

(This link:
I will have it in the Comments and I will PM anyone that can't access it. It will help you around the place.)

Along the way, you will pick up Lavitz, who will declare that he'll join the rescue mission. Keep going until you find a heavily guarded room. Then go up the ramp to a high perch where you'll find Shana's key. Go out and across the way to the previously locked door and search around.

After defeating the guards, Shana will join the group. Now you'll have a full team of four to fight with. Get back to the first floor, where the head warden will fight you. Quickly defeat him before escaping the prison to the Prairie.

Once there, you'll have to find a nearby shack. Lavitz was hurt during the escape, so while Shana tends to his wound and Dart checks for the guards, go find a way across the river. Investigate the River, then the Falling Tree, then grab the Ax and it should work out. After you return, you will exchange pasts before heading out to go find your way to Bale. (Minor stop by the trio near the exit)

Once you enter the Limestone Cave, there are three stopping points. One is at the stepping stones, where Lavitz will slip and Dart will save him. The next is the Rock Fireflies, where you'll let Shana learn about their healing power. The last is the snake. Shana will always be able to hit it while you can only hit it if you have a Bow. Dart and Lavitz will only be able to hit when it's on the ground. Afterwards, witness Shana's strange powers, then head for Bale.

Enter Bale and look around. There's a young girl that'll paint Lavitz's picture if you want (I recommend it). Then head for the castle and meet King Albert. After that cutscene, you may continue to explore town and collect other items.

(Again:
I will make sure it is in the comments and available for you to ask for PMs)

Finally, to close this up, go to Lavitz's house and talk to his mother. You can let Lavitz show you around and Dart will join you. After he shows you his special spot and lunch is finished, you'll black out.