A Tiny Hamlet:
You start off in a small village called Hamlet. The first thing you want to do is pick up some better equipment. First things first, buy a better weapon than a Dagger if there is one (there should be one), but don't spend over 1000 CP. Once you have that, buy some Bracers and a Gauntlet. Now go to the other store. Buy a larger pack if it is available. Buy some Boots and a Wool Cloak.
Now exit town through the north and walk straight north to the Mine Tunnel.
The first floor, no matter how many times you play, will always be the same. Head north to the fork and then northwest. Kill the Kobold with Magic Arrow or your weapon (depending on what you took for your first spell). Grab the Armor that lies there. Explore around and then go down the stairs.
Save your game. This is a good time to build your level. Build up until you get to Level 3. Rest or Sleep when you need to. By the time you reach level 3, you should have 3 spells: Magic Arrow, Heal Minor Wounds, and Detect Objects. ALWAYS use Detect Objects when you start a new floor. It will allow you to see if you've missed anything or if there is a secret way somewhere. Remember that all items are possible to get to from where you are. This will help you out a lot. Also keep in mind that there are ALWAYS two stairways leading down (with the exception of the first floor).
When you've absolutely found everything on the floor, exit the cave and head back to town. Sell useless items at the Junk Shop, sell any useful items that you may have at their respective stores. Upgrade your equipment again and go back into the cave.
If you get lost at any time, just keep searching the walls. Eventually you'll find a door. Head back to the Mine Tunnel and go down a floor deeper. Use Detect Objects and explore the floor. Once you've gotten everything, exit and head back to town.
Continue doing the same thing until you reach Mine Tunnel Level 4. Use Detect Objects. Somewhere on this floor there will be a Scrap of Parchment. Fight your way there. In the room will be a few Kobolds. Kill them, but DON'T grab that Parchment yet. Get everything else on the floor and exit back to town one last time. Don't upgrade your equipment yet. Sell what you need to and go back into the cave. Fight until you reach Level 5 (your spells should be Magic Arrow, Heal Minor Wounds, Detect Objects, Neutralize Poison, and Identify). Grab the Scrap of Parchment and exit the cave.
Once you get outside, you will read the Parchment. Once you've read it, go back to Hamlet, only to see that it is now burnt to the ground. Read the passage and head to the town of Bjarnarhaven. To get there, go north to the large road and head west off the edge of the screen.
Bjarnarhaven is a bigger town than Hamlet. Here there is a Weapon Shop, an Armor Shop, a Utility Shop, and a Magic Shop. Shop around and upgrade your equipment (by now, you should have an enchanted weapon). Also buy a Ring or two if you have the money.
Take the exit to the north. Make your way around the winding passage. When you come to a straight-away, Disarm the middle part of the road. There are traps there that need to be disarmed. Enter the Fortress at the end of the road.
Go straight ahead until you reach a wall. Search that wall for a secret door. Explore the floor then go down the stairs. Use the same tactics in here as you did in the Mine Tunnel. Go down a floor, use Detect Objects, explore the floor, exit, return to the town, and buy new equipment. That is the basic idea of the whole game. Keep doing this until you reach Fortress Level 4. Search around and you'll eventually fight a Huge Ogre. Kill him and recieve another Scarp of Parchment. Put it in your Free Hand and Activate it. You will read about a man named Hrungnir. The Parchment will disappear. Continue searching the floor. By now you should be up to Level 6 and have learned Rune of Return. If you have this spell, you can use it to exit the Fortress and re-enter it.
By now you might have run into Smirking Sneak Thieves who steal your items and money. If you manage to kill them you'll get your items back and you'll win their purse. Remember to open their purse and put their money into your purse.
Keep making your way down the stairs. When you reach Fortress Level 8, your should see two chests side by side when you use Detect Objects. Make your way there and fight the Bandits. Open the Medium Chest and take the stuff from it. When you open the Large Chest, you will noticed that the items inside were from Hamlet. Take those items, identify them, and head back to town to sell them or whatever. Head back and finish off the floor.
Keep fighting your way down until you reach the 11th floor. This is the bottom floor. I am usually around Level 7 or 8 before entering this floor. Hopefully you have Cold Ball as one of your spells. On this floor you'll find the man they call Hrungnir. This is the final boss of this game. He also comes with a few Huge Ogres. Save your place, make sure you are healed, and fire Cold Ball at them while they are grouped together. When it is just you and Hrungnir, either keep hitting him with Cold Ball, or start nailing him with Lightning Bolt or Fire Bolt (if you have them). Keep your HP up and use Shield if you have it or need to use is. One of the items he will drop is the Enchanted Amulet of Kings. Equip it. Now search the rest of the floor if you want to.
Head back to town and Activate the Enchanted Amulet of Kings. The Amulet will "speak" to you and reveal that you are the true heir to the Castle of the Winds. After you are done reading, Activate it again and the game will end right there.
Now all you have to do is play Castle of the Winds 2. Hope you enjoyed the first one as much as I did.