Whenever you're ready, select a New Game and select the option that just says "Shantae" which is equivalent to Normal difficulty. Once the game starts, you can either just skip the dialogue by pressing Start or you can read all of it. It's up to you. Regardless, once it's done, just keep going to the right until another cutscene starts. Jump through the hole after it's done and navigate to the bottom of the cave before going right again. Don't worry about the bats as they can't hurt you if you keep running to the right. At the end, there will be another scene. Afterwards, you'll be in Scuttle Town and you'll unlock your first achievement.
Once you gain control, go ahead and break all the pots in the town and then head to the workshop. Your Uncle will task you to retrieve Bolo from the Bath House. Talk to him inside of it and then talk to the woman across from him. You'll receive the SALES SLIP from her. Now exit and go one building over to the right to find the item shop. Talk to the shopkeep and you'll receive the MAGNET and your second achievement.
Head back to the Workshop and talk to your Uncle to trigger a cutscene. After it's done go next door to Sky's Hatchery and after the scene, you'll receive the WHISTLE which allows you to call Wrench to exit the level at any time, saving any collectibles that you've found assuming you actually do save the game when prompted. Either way now we'll be on the World Map and we'll be at our first level, Main Street.
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