You begin the game in a garden area. A woman comes towards you with a baby, explaining that Atrus will be back shortly, and that he has tons of padlocks installed because of fear of intruders.

If you walk forward to the door, you can go into his study. Look around at the items, the letter (about the padlocks), his two sons, and so on before crossing to the glass sphere. Atrus will come in at that point, talk a bit, and prepare to give you some items.

Just then a wild man bursts in, steals Atrus' beloved book, and vanishes again. You have no choice but to immediately follow, so be sure you've done all of your looking around before this happens. You are drawn into J'nanin.

The Myst 3: Exile Walkthrough