As with a lot of open-world gamebook series, you can begin your adventures in any of the Vulcanverse books. In each case you play through your childhood, your choices in those early flashback years shaping the kind of character you're going to start as -- your skills, deity, any starting gear, and so on. It's a little more involving than just rolling a bunch of dice.
In the first four books, whichever you pick, those childhood events are more or less the same. In Workshop of the Gods, though, it's a little different. Now you're not starting in a rural area; you grew up in the biggest city in the Vulcanverse and your family and home there provide a base you can return to.
Your early-life choices in the city are different from the other four books. Having defined your initial abilities, you're then presented with a couple of opportunities to acquire mentor characters. First, when watching your uncles play a board game, you notice a strange antique coin and if you ask about it you may end up meeting a veteran who will guide you through quests in Book 2: The Hammer of the Sun. Then later, shopping with your aunts, you can ask them about the land of Arcadia and thereby acquire a mentor who'll prompt you to undertake quests in Book 3: The Wild Woods.
In both cases you get the option to ignore the cue, thereby avoiding these mentors. Game designer Ernest W Adams has pointed out that when presented in a game with, say, an interesting inscription, there's no point in giving the player the choice of "look at the inscription" or "don't look". That's a non-choice, because why wouldn't the player look unless there's some other cost to doing so? (For example, unless they're being chased and stopping to study an inscription puts them at risk.)
But I still give players the choice of passing on the mentors for two reasons. First because your decisions at this stage of the book aren't only setting your starting stats; they're also shaping how you think about your character. Do you look after your younger brother with love, or through a sense of duty, or do you leave him to fend for himself? Making that choice will determine the character you're playing not only in game terms but in your own conception. Ignoring the cues from your uncles and aunts tells us the kind of self-sufficient person you might be.
Also, not all players are going to want mentoring. You can strike out into the other regions of the Vulcanverse and just discover quests at random. That's fine if you have the time for exploration and you don't need any hand-holding. Others will appreciate being given some hints -- and if so you can pick up more hints, though of a less structured sort, by talking to the Oracle at the temple of Apollo.
When out in the world you can find companions who will travel with you. They sometimes offer advice, but usually only after you've already embarked on a quest. They don't tend to nudge you towards any particular goal. If you like setting your own goals, forget the mentors but it's still worth picking up a companion. There are a couple you can find fairly easily if you look around the south-eastern part of Notus in The Hammer of the Sun.
Mentors differ from companions because they don't accompany you. They'll look at what you've achieved so far, suggest the next stage of a quest and give you some clues as to how to go about it, then with a pat on the back or a kick in the pants they'll send you off to try it. You can return to the city and seek them out if you're having trouble. The advantage of doing it that way is you get quests sliced up into readily achievable chunks, which a lot of players prefer to just playing on till they're tired. The mentor lets you know when you've hit a convenient episode break.
So, whether you're a self-starter or whether you like taking advice from a friend, either way you should find what you're looking for in Vulcanverse Book Five: Workshop of the Gods. Still, the books in the Vulcanverse series are not self-contained; they comprise one vast connected saga.
To give you an idea of the sweep and scope of that saga, think of the Sorcery! series by Steve Jackson. That's four big gamebooks to start off with. Now add the original six books of the Way of the Tiger series. Then pile on top of those the first four of Joe Dever's Lone Wolf books. All together that lot is as long as the Vulcanverse series. Vulcan City is a good place to begin, but you'll soon need to venture into the the other realms, so start off with a couple of books and bear in mind you'll need all five to complete the full adventure.
