OK, so I’ve got it all figured out now. Well, not all, but some. I was told that there are some missions in the Linear Line (or something), so went along to there and worked my way through two areas. After that, I found a party to join in a third area, and we made our way through that. It’s quite good fun, but, like what I found with Phantasy Star Online on the Dreamcast, and Blue Burst on the PC, it isn’t proper Phantasy Star. It’s just a MMORPG with a stolen name.
And it’s laggy as hell.