After the initial cutscene and being placed back in your crib, your first task is to get out. Look for a small opening or a way to climb over the side. Once out, explore your room. Teddy is usually found in a prominent spot, often on your bed or a nearby toy chest. Approach him and interact to pick him up. This is a crucial step, as Teddy is your primary tool for navigating dark areas and providing comfort.
Once you have Teddy, try hugging him (Right Mouse Button) to see his light. This light will be invaluable throughout your journey. After a short while, a disturbing event will occur, and you'll find yourself in a much darker, more unsettling version of your house. Teddy will guide you through the initial disorientation, urging you to follow him. This sequence introduces the core gameplay loop of exploration, puzzle-solving, and avoiding unseen threats.