The game environment, upon creating a new character, puts you in a tutorial area where various NPCs clue you in to the basic game mechanics in tasks like, "go talk to this guy" and and the Heroes equivalent of, "Go kill some slimes and return to me for more stuff to do."
The player's character has little intelligence in itself. For example, if you are attacking something and it starts running away from your character, you will just stand there. Your character will not chase or track them.