After going through the intro cutscene and text, Lan will be pacing around in his own room, occasionally checking his own PET. Unlike the other Battle Network games, you will not be able to move Lan around. To progress, press START and go to the option labeled "Map". Once you select that, you can choose where you want to jack in based on the available options. Choose to jack in at Lan's home, and you will enter Den Area 1.