Step One: Read the Introduction.
♠ About ♠
There had been a party, that night, held at Tokyo Park. Everyone was invited--just wear a costume, they were told. It was a Halloween Party, after all. And it had been fun--until the clock struck midnight, anyway. It started to rain--and rain hard. Suddenly, there was thunder and lightening in the skies, and a dense fog began to creep up as everyone ran around the park, trying to find shelter. Soon, no one could see their own hands in front of their faces, and the screams and yells from the people around them began to quiet--began to disappear. When the fog cleared, it was obvious that they weren't in Tokyo Park anymore. Lost, alone, and with a frightening sensation of being inside a nightmare, there was one more thing left to notice about their new situation--their costumes weren't just costumes anymore.
♠ Further Explanation ♠
The characters of Prince of Tennis had all gathered for a party in Tokyo Park, held by the school district. At midnight, however, they lost sight and track of all their friends because of a sudden fog. When the fog clears, they all find themselves to be in a world called Halloween Town--where Halloween-type things happen and exist. (For example, werewolves, vampires and witches are all real and quite normal.) Other than that, however, is that whatever costume the boys and girls were wearing, are now real as well. For instance, if a boy had dressed up as a girl--well, happy gender-switching days.
♠ Helping You Understand ♠
The game starts Halloween Night, and the characters are transported to another world, and are separated from everyone. This new world is called Halloween Town. It has several areas, all described here. The costumes, while all different, have a general set of rules to follow here, such as a werewolf only transforming on the night of the Full Moon. Remember, there are NPC's and Sprites running around--people who inhabit Halloween Town naturally--that you can use to your advantage.
For anything you don't understand, refer to the FAQ.