Go see Kelly She will give you instructions, and a note to give to Gwendylon who will teleport you there

Pay close attention to Kelly's instructions, and touch the teleport in Caligar as soon as you arrive.

There is a guard who will attack you on sight, kill him and take his key...  explore a little.

The gate guards names and what they say might just be part of  an anagram puzzle

Finding the person Kelly tells you to see in Caligar completes the first quest and is rewarded with experience