“Avatar receives a report that a nearby village is under attack by Faceless. The group rush to the village with hope that they will be able to save the victims.”
Tragic Start (悲劇にさす光明, Hope from Tragedy) is Paralogue 1 of Fire Emblem Fates.
The script for this chapter can be found here.
The player starts off in the eastern area while Mozu is in the forests in the bottom central area of the map. There are plenty of Faceless around the area, although the Faceless do not attempt to go for Mozu immediately. However, it is recommended to reach Mozu since there are a good amount of Faceless around her. Mozu's stats are rather poor and she will be unable to fend the Faceless for a prolonged time. Simply rout all the Faceless on the map to complete this paralogue.
Players can jump-start Mozu if they wish to train her on this paralogue, since she may have difficulty leveling up later on. Have the Avatar bring both a Heart Seal and Bronze Bow/Brass Yumi. The Faceless are rather weak and Mozu should deal enough damage to harm them. Having Attack Stance with her also helps a lot. Additionally, Mozu's personal skill, Forager, can allow Mozu to heal when she is in the Forests, as well as give a boost to her evade.
Depending on the route the players play in, their strategy will have to be adjusted to accommodate for the units. Unlike other paralogues in which the enemies scale with your units, this is the only fixed paralogue on all routes, meaning that even if the player is on Chapter 27 in their respective routes, the Faceless will still be very weak (Mozu included).
Starting off at a low chapter, the player's first priority is to make their way to Mozu. Since this paralogue is a rout and not defeat the boss, simply rushing the commanding Faceless will not defeat the chapter. While both the Faceless and Mozu are weak, the Faceless are able to deal more damage, with Mozu being unable to kill them. Have the Avatar rush to Mozu to recruit her immediately, so she can start training quickly. This should leave a decent amount of the Faceless from the west and north side of the map for Mozu or other units to kill for experience.