You control Ryu in this chapter. Right off the bat, hold down the block button as you're going to have Ninjas charging you from the get go. If you've never played Ninja Gaiden before, the game will give you instructions on how to fight. After you kill them there will be a brief cutscene. When it ends you'll fight some more Ninjas. Kill the Ninjas and follow the boardwalk to the left. There's a chest. Open it to receive an Herb of Spiritual Life. Use this to restore your health if needed. Head back to the left and down the stairs to continue the level.