At the start of the game, you hear the telepathic cry for help from princess Zelda, and your uncle goes off in search for her. Start by getting the lamp inside the chest in your house. Leave the house into the rainy night and follow the road north to the castle. You definitely won't be able to get in through the front gate. Follow the path that leads around the castle's east side and you'll find a bush at the end. Pull the bush out and go down the hole.
Once you land in the basement, you'll find your uncle, who will give you the shield and sword. Follow the path and go through the doorway. If you go east on the other end, you'll find a chest; the lamp will be in here if you didn't get it from the house, otherwise it will have rupees. Go back, up the stairs, and out into the courtyard. Defeat the Knights you come across and enter the main door into the castle.
Once in the castle, take the door at the west end and follow the north hallway. You'll eventually come to a downward stairway that will take you back to the basement. Defeat the Blue Knight you find there to get the key, then get the map from the chest. Open the door with the key, and follow the pathway on the other side. Avoid falling down the pit, but you can knock your enemies down there, and throwing the pots at them is great.
Go past both staircases you'll see at the end and take the north door instead. Defeat the green knight to open the shutters and take the east door. Defeat the blue knight in the next room for the key, get the boomerang from the chest, then go back and open the locked door. Go down each set of stairs you find until you get to the dungeon.
Zelda is guarded in the dungeon by the ball and chain trooper. Get out of his way when he starts twirling his weapon. Stun him with the boomerang and then hit him with the sword. You can also throw the pots at him from the middle cell. Once he's gone, get the Big Key from him and open the cell to free Zelda.
With Zelda in tow, retrace your steps back to the main room on the first floor. This time, take the stairs to the north up to the throne room. Head up to the thrones and help Zelda push the ornamental shelf to open the passage. If you never got the lamp, you're not going much farther. Watch out for the rats and snakes and use the lamp to light any torches you find. Follow the path up, right and up to the stairs. Finish off all the snakes to clear the path to the next stairway. Here you'll come to a four-way path Go right to get the key in the chest, then up to open the door.
Once in the sewers, it may be best to stay against the wall to avoid as many rats as possible. The next door will be to the west, then go north. In the next corridor, you must defeat all the rats and bats to get the key, then open the door on the right hand side. When you get to the end of the next corridor, push the middle block forward to get to the stairs. Go through the next doorway to where you will see two levers. Pull the right hand lever - the game should tell you how. Go through the door to the sanctuary, where Zelda will be kept safe.