You'll begin the game in a large circular structure with tiers of giant stone heads arrayed along some sides of the room. Ico has just fallen to the floor out of one of them. Note the stairs at one end of the courtyard, but there's nothing worth much there. There're also some stairs on the other side with a closed door behind it. Climb the stairs and stand in front of the gate lever on the wall. Throw the gate lever (press the 'Circle' button) and the door will open. Now you can proceed into the next room.

You're now in a small room and you'll note that there's a chain right near the floor that you can't just climb up on to. Jump (press the 'Triangle' button) toward the chain to grab hold of it. Next climb high enough so that you can jump backwards (ensure Ico's back is oriented toward the ledge and windows). Jump (press the 'Triangle' button) from the chain to the ledge, and then head up and out through a window.

There's a long winding spiral staircase here. Climb up the right ladder and you can head up the staircase. On your way up you'll be shown a cut scene of Yorda in the cage overhead. Continue ascending the staircase until you can go no farther. Head as far as you can along the stairs without falling off the end and you'll see a window above you. Climb up and walk through it. Next walk directly right and climb up into the window on the far right. Have him walk through to return to the other side, climb down, and he's crossed the gap that was blocking his way.

As he sees the cage suspended from the ceiling, he'll ask if anyone is there. When he then sees Yorda, he asks her who she is, then what are you doing in there? Getting no discernable reply from her, he then tells her to hold on and he'll get her down. Have him continue heading up the spiral staircase and he'll eventually come to a lever in the floor. Have him pull the lever to bring the cage down near to the bottom floor. Obviously you'll want to have him head back down to the cage as quickly as possible. Once he gets down to the floor, he can climb the ladder, that's opposite of the one used to access the spiral staircase. Follow the pathway around and onto the cornice above the Idol Doors. Simply stand on the edge nearest the cage and jump onto it. When he lands on the cage, a cut scene will start that shows the cage crashing to the floor and the door opening. Yorda escapes and comes over to Ico or she may be abducted by a Fortress Ghoul, the first of their enemies, before this happens. In either case, get over to the fallen staff near the Idol Doors as soon as possible and pick it up (with the 'Circle' button). Head immediately over to the black pool in the floor diagonally over in the corner on the other side of the cage. She will at some point ask Ico who he is and how he got into the castle. He tells her that his village elders bring kids with horns to the castle to be sacrificed. He'll then ask if she was being sacrificed as well.

Stand in or near the black pool, and push 'R1'. Do this soon enough and Ico will pull Yorda from the portal to safety. Run back, with Yorda in tow, over to the Idol Doors beyond the cage, which she has the power to open, but he doesn't. Get there before the persuing enemies and they'll be obliterated as Yorda opens the doors, which saves you from having to fight them. If you are unable to do this quickly enough, the Fortress Ghouls are likely to again grab Yorda and haul her back to the portal. Should this happen, run back to her and press the 'Square' button to attack your enemies with the staff. It'll take some time but they can be defeated. If one of them successfully grabs Yorda during the battle and gets her to the pool, run over to the pool and press 'R1' to pull her back out. In general it's better to fight your battles near to the pool she'll be taken to, because if they get her, Ico won't have far to go to retrieve her. When the battle is over, he asks her what the creature was that came after her. He then tells her it's too dangerous for them in the castle and they must find a way out.

As the Idol Doors are opened, he'll ask her how she did it. Once through the Idol Doors, they encounter a wall, that Ico can climb up (but Yorda can't) and a door just beyond. Have Ico climb the wall alone, then stand near the edge and push 'R1' near Yorda to help her up. Take her by the hand and head through the door. They come out onto a bridge and you see the first save couch on the left. Move both Ico and Yorda to the couch and have them both sit down. If Yorda is reluctant to be seated, press the 'R1' button while Ico's seated. You can now save your game.