You do have a save file. It was created when you opened the game for the first time. I know because I also started it for the first time today and had this issue. First go offline. Then go to your account data management and delete the save data for Batman (it'll be there even if you only started the game once and never got past the black screen). Start the game up again offline and you should be able to play it.
AceAttorneyEric replied to Miliazer's topic in Atelier Firis ~The Alchemist and the Mysterious Journey~I know this is rather old, but could you clarify how you did it? I beat the monster and got the "Deep Dark Water" trophy. Then I went and talked to Ren just fine, then she visits the atelier and gives me her book. According to playstationtrophies.org the next thing that I should do is talk to Kai on Shanty Street. But every time I do that, no matter what time of day, he just asks if I'm ready to go and I can't trigger the event. Is there something that I'm missing? I even loaded up an old save and spent several hours redoing it all and I get stuck in the same place. After getting the book I simply can't trigger the kai event. Could anybody please provide some guidance?