Your goal is to collect Power Moons. They are crescent-shaped rewards hidden around each kingdom. They give energy to the Odyssey, the hat-shaped airship that carries Mario and Cappy to the next place. You can follow the story and pick up moons along the way; you do not have to empty every kingdom before moving on.
Bowser has taken Princess Peach, so Mario follows him through several kingdoms. The first area, Cap Kingdom, is a short introduction to moving and throwing Cappy. The first Power Moon you are expected to find is in the next area, Cascade Kingdom. If you are still in Cap Kingdom and cannot see a Moon, you have not missed the first one.














