Welcome to the first episode of the game, which is basically an introduction to the basic elements of the game. If you're familiar with the series, then you have the option to skip the tutorials on the stages that have them, but you should watch them if you happen to be new to the series. You'll notice an exclamation mark above characters' heads in the base area, which means you'll get a skit should you talk to them. These usually occur after every battle, so it's a good idea to return to the base and see if any occur. Note that the characters shown in the upper right of the screen will trigger the skit.
You can find the free chests at the following locations:
- Right in front of the shops
- Behind the Dimensional Prinny
- In between the Memories and Data NPCs
There isn't much you can do right now, so go to the Dimensional Prinny and pick the only option available to you.