Once you arrive in the Sol Sanctuum, head forward until you get to a stepping stone area over water. Use the right most path, and once you get near the top, turn left and then do a U-turn. Head through the unusually long tunnel and fend off the easy monsters that will attack you. Eventually you'll arrive in another room with stepping stones on it, and head up the middle, arriving on the other side in the middle path. Open the treasure chest at the end of the path and head back. When you're on the stones again head right, advance in the pathway. Use the gem you got from the chest on the statue there to open up a new path accessible by traveling on the far left stepping stones. In the next room you'll find a "dead end" with lots of statues that Kraden doesn't think is the actual Sol Sanctuum. Obviously this isn't a dead end, so go up to the statue in the right hallway that has a white dash around it. Push that statue to the side and go through the door. You'll end up in a large chamber with many different paths. Head left, then up, then right to the wall, then up to the wall, then left to the wall, then down to the second narrow path on the left where you'll want to enter and find a treasure chest with a small gem in it. Head back from whence you came (I love saying that) and go up to the narrow hallway to the left that you skipped earlier. At the end of the hallway go through the door to find Kraden talking about using your Psynergy to move statues across the river.
Go up to a ledge and press A to activate your in-game menu. Choose the Psynergy option and then choose Move under Isaac or Garret. The ledge you want to go to first is the one on the farthest left. Move this to reveal a figure that you will put a gem into. This opens a path in the door all the way to the right of the room. Head to the right to enter the real Sol Sanctuum room. Here you learn that Saturos and company were here to rob the Sol Sanctuum (oh no!) Head right to enter the Luna room where Kraden will hang out until you find a secret passage. To activate this secret passage, head to the bottom of the Luna room and up the stairs. In the first room with the four statues, don't touch anything because it's a trap. Instead, go to the left to the sun room. Push the two statues at the top corners onto the white squares, then hop into the center and use your move psynergy to move the big statue into the lighted area. Move back to the room on the right and start pushing the statues into the gray squares. Once all of the statues are in place, head back down to the bottom staircase if you want a Psynergy stone that will restore all of your PP (you may not need this though.) Then head back from whence you came (how many times will I say that in this FAQ?) and go back to where Kraden is. He'll get very excited and tell you that you need to find something that's changed. Head left and observe the crack of light coming from the wall. Once Kraden's done talking walk up to it, press A and open up a portal that takes you to the inner Sol Sanctuum.
You'll find yourself on a small blue rock in the middle of a large room. Kraden will start talking his head off about the Elemental Stones and you and Garret will have to go retrieve them. You'll obtain a bag to place the stones in. Now, go to the northeast corner of center rock and hop to the ledge. Make your way to the right and eventually down once you can go right no longer. You'll end up on an island with a white statue. Press A when facing it to get the first stone. Now, head back up north, and you'll notice that it's now possible to get to the statue in the northeast corner. After activating this one, make your way back to the center island. Now, use the path leading from the bottom of the island and SAVE BEFORE YOU GET THIS STONE. Once you get this stone get ready for one of the longest conversations of the game. When Kraden doesn't tell you to go get another stone, you both look back towards the center island to find Kraden and Jenna being held hostage by Saturos and company. They demand the elemental stars and want you to go get them the last one. Here an interesting plot twist develops, where it turns out that Felix is still alive and was in fact saved by the evil duo. Garret will give your current elemental stones to Alex who mysteriously appears on one of the stones. Finally you will take command of your character again, and you'll want to save. Head back right and to the center island. Go to the northwest ledge again, and start heading all the way north. Once you get all the way north, start heading to the left until about 3 squares from the Northwest corner where you'll want to head down and the further left. Get the last stone and get ready for more conversations. This time a giant eyeball who is actually the protector of the Sol Sanctuum appears and starts creating a fierce eruption. The gang in the center will take off with Jenna and Kraden as their hostages, and the "giant eyeball thing" as Garret calls it will transport you back into the Luna room. Here you'll want to use your "Retreat" psynergy to get transported back to the start of the dungeon. Congratulations, the first dungeon is complete!