Before you go anywhere else, you need to go into this room.
Once inside there will be a short scene. Afterwards, you will have to pick your alignment. Upon choosing your alignment, you will now have access to additional skills based on the alignment you chose. Go back outside and go to the map.
The map will show you where you need to go to progress the game. You can also access previously finished levels via the map by pressing X while viewing the map.
You now have free range of Asier. You can go to Asier whenever you want by selecting the go to Asier option from your menu.
There is a weapons shop and an armor shop in town. Both shops also sell various runes as well.
Another useful part of Asier is it's cyberspace well. The area of cyberspace accessible from Asier is quite large, but some of it is not accessible until later parts of the game. There is a large amount of loot in this cyberspace area.
After you finish with everything you need to do in town, head back outside to where you started from. You will then go through a couple cut scenes and start the next level.