Did the campaign change, I'm new and completely lost

Just bought Diablo 4 last week and played for like an hour and I remembered that I started with a cutscene where my character was travelling with his horse in a snowy area, wanted to test out a different class so I created a new character(deleted the old one) but the opening cutscene is different(I think I got a summary of the story I started last week) and now I'm in a town with many people and I'm completely lost. I just wanted to play a normal campaign to enjoy the story and slowly learn the mechanics and lore of the game.

Is there anyway to go back to the starting area before?