The first stage is introduction to the game and it's principles.
Step by step solution
From the initial position, push RIGHT.
Push RIGHT again.
Go DOWN, then RIGHT and push RIGHT.
Go UP and push LEFT and LEFT
Go RIGHT, DOWN and push LEFT and LEFT.
Go RIGHT, UP and push LEFT.
Go DOWN, RIGHT and push RIGHT and RIGHT
The exit is open. Go UP, RIGHT, RIGHT and RIGHT to reach the exit.
Congratulations. You have completed the first level. You are now going to the second.