After starting Wurm you see the Login Screen, where one can enter his/her Username and Password. Enter your username and password, then click on the play button.
Upon logging in, your avatar will spawn (see [[Spawning]]) in a start village on [[Golden Valley (server)|Golden Valley]]. Your start village depends on what kingdom you have chosen to be in. You spawn here the first time you play, and also when you die (there are some exceptions).
Do not steal in and around the start town. The guards will quickly make swiss cheese of your body. On the freedom server it is against the game rules to steal but on the wild server you are allowed.