The first thing you need to do in the game - which isn't very clear - is choose whether you're going to be playing as a boy, or a girl. On the main menu screen you'll see a Boys and Girls option near the top. Each character episode in the boys and girls side unlocks individually, so to progress, pick one and stick to it. The story plays out the same pretty much, with some gender roles swapped, so don't feel like you're missing out on much.