Where to Start
ARRIVAL:
Your character has been pulled from his own world and may remember a tugging sensation and a glowing reaction with the mana in his body. He will awaken near Blessenwood by default, at the foot of the World Tree. He will be able to remember all his abilties and what he has experienced in his world, and may still have his weapon and a few items with him that would have been present on his person at the time (a small amount of gald, maybe a life bottle and a few apple gels or something, any worn items).
Plotwise, the character would have been pulled during the course of his journey. It is up to you whether the character knows various in-game spoilers or not, but he should have met the main cast already to cut down on confusion. Time in his world will not pass until he is returned (basically no one will miss him because they don't know he has disappeared), and upon return to his world he will forget everything that happens in Atlas.
There is a wild game path that monsters use which leads to the city. It can be traced easily from the World Tree to the city, but as it nears the city it begins to blend into the foliage so the townspeople won't be able to follow it too easily. The woods are teaming with various monsters and plants - some friendly and some feared. Earthquakes occur occasionally. Yuan can sometimes be found tending to the tree and has some idea of what is going on. He knows that it is Lady Martel who is calling people here to help save this world.