It's the tutorial box that's holding you up. The tutorial's trying to make sure that the player knows all the ways to move within the game -- and the instructions need to be followed for long enough that the tutorial realises that the player knows what they're doing. You're not alone, a LOT of folks have had problems in this area.
Run around the room for a while in first person, then in over-the-shoulder, then in full third person, and see if that helps any. Just keep at it until the tutorial moves on to the next point.
