One of the first side quests you're given in Phantom Blade Zero asks you to find three herbs for Yu'er, so here's where you need to go to get them.

You'll need a bow to shoot things down from tree in Phantom Blade Zero, but the Feather Bow also happens to be the first Phantom Edge in the game.

The first time you need to explore off the beaten path is to find the cell key in Phantom Blade Zero, so here's where you need to go to get it.