Without guidance, the character, upon exiting the house in their birthplace, would be at a loss as to where to go
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First, have some fun with the large Satan statue by dropping blood onto the small Satan statue on the table. After that, pull the lever in the room with the two zombies. This will open the trapdoor leading to the bell tower, where you can find the key to exit the church. Be sure to loot the ammo and health items around the church, grab a key in the corner of the yard, and then open the back gate to leave the church area. :D