You will be escorted to the Heroes' Guild itself, where you will face the Guild Master and begin hard training under his eye.
Before you go to the teacher and start to learn how to fight, talk to one of the two apprentices arguing about who's the fastest student of the guild. You can beat his record, just run to the Demon Door (violet dot at the southern end of the map) and back.
Talk to the Guild Master to start your training. Hit the dummy 7 times, and you will get a wooden bar. Repeat. GM will tell you to go to Guild Woods and take care of some beetles. Once you're done, talk to him again and agree to advance to the next phase.