The thing that grabbed Link and pulled him through the weird wall turns out to be one of Zant’s minions, as seen in the opening teaser reel. It tries to choke the life out of Link, but this version of Link is the most obvious incarnation of the Hero since the one the Triforce talked to at the beginning of the Oracle games, and that Link may be the one who already defeated Ganon and claimed the Triforce in A Link to the Past [1][2]. The Triforce mark on his hand drives the minion away, but Link’s troubles aren’t over. He rather painfully changes into a wolf, which knocks him out again. One of the minions [3] drags Link off while Midna mysteriously watches.
Link comes to in a prison cell, still a wolf, with his left front paw chained to the center of the cell. Control returns to the player for a few moments to establish that yes, he’s pretty helpless. He tries biting through the chain, but notices Midna watching. She smiles and jumps over the cell bars, and Link starts snarling at her until she says she was planning to help him. She teases him about his situation – maybe a little too much, because Link gets annoyed and bites at her. She takes it in stride and breaks the chain, then teleports outside the cell and offers to explain where he is if he can get out. Link finds a spot in the corner of the cell where he can dig under the bars, and Midna jumps on his back.
The next section has Link and Midna passing through the sewers under the cells, and largely functions as a tutorial for how to play as Wolf Link. As a wolf, Link can jump to pull chains to open grates and dig to find hidden treasures. There are spirits around, and by focusing on his wolf senses, Link can listen to them, although they seem oblivious to his presence. The spirits in this area are soldiers who are terrified of the “black things,” which may either be Zant’s minions or the shadowy things Link fights in this area – I’ve got no idea what they are [4]. After a while, Midna passes through some bars and gives Link a chance to explore on his own for a bit.
Once they’re reunited, Midna again teases Link about where they could possibly be, with so many ghostly soldiers. They come to a large spiral staircase leading out of the sewers. The staircase has several large gaps, and Link’s first attempt at jumping across doesn’t work out so well, so Midna takes the lead, moving to the spots Link needs to jump to, which he can do by targeting her. There’s also a section here where Link needs to run across a rope, and while I’m used to expecting to have to carefully line up Link’s path across the rope, there’s no need for that here: I didn’t try to fall off because maybe it would let me succeed and that would suck, but it wasn’t hard staying on, either. At the top of the staircase, Link fights a few Shadow Keese before one last series of jumps leading to a door at the top of the tower.
Link can’t see it, but the little ledge he steps out of the tower onto has the familiar Triforce-and-winged figure crest, so along with Midna’s teasing that Link should be familiar with his location, means we’re in Hyrule, possibly even Hyrule Castle. Something horrible has clearly happened here, with black skull flags flying [5] from the walls, black birds flying around, and everywhere the little squares of darkness floating up to the sky. Midna teases Link for not knowing – apparently she doesn’t know he’s never left Ordon Village – and says she wants him to meet someone in a nearby tower. Along the way, Link finds another soldier spirit who laments the current condition of Hyrule Castle. So now Link knows.
The good news is, they probably don’t care that the delivery from Ordon Village got delayed.
Next: We learn Midna's name. (It's Midna.)
[1] I mean, obviously Link is going to be the Hero, because if he weren’t, we’d be playing as the person who is, and probably calling them Link instead.
[2] So much of this game feels like it’s going in the opposite direction from Wind Waker: the art style, an older Link, predestined hero…
[3] I need a better name for these guys so I’m not always picturing those minions.
[4] My first instinct was rats, but they’re clearly not. They’re… amorphous tentacley shadow blobs.
[5] And no, I don’t think this is Tetra’s doing.