Yes; you do learn about who your particular Bearer’s father is before the First Trial (and decide how for or against the Bearer is about trying to create a bond with him). You learn about a day before and there is a offering scene where the Hero Candidates offer there blood and their godly parent gives their blessing to their Hero Candidate child. This includes the Bearer; each of the potential father that they have give a different type of blessing to the Bearer. Then there’s a bit of a celebration where the Bearer can do some things, including dance with someone, before the First Trial begins.
The First Trial (to be more precise, Artemis’ Trial) starts with the Bearer waking up after they passed out and seeing a weapon that they can either take or not take (the type of weapon it is depends on the father). The Bearer ends up first meeting Sage, a girl who has a strong hatred against the Bearer, who particularly instantly holds a machete to their throat.
After the tense encounter, the two go to investigate something that fell from the distance, and meet Santiago and Calypso soon after. Calypso confirms that the Trial is likely Artemis’ since it is in her domain, but the three start getting into a heated argument, which the Bearer can stop in some way. After walking a while, they briefly meet Artemis and then learn they are playing the game ‘Capture the Beast’ (which is like capture the flag, but with more pointy objects and giant monsters involved).