To start Agility, teleport to the Agility Skillzone in Global Teleports.
You will arrive at the Agility Training course. Your first obstacle will be south.
Next Climb the Obstacle Net
Then Climb the Tree Branch
Now Balance on rope to your East
Next Climb Down the Tree
Next Climb the Obstacle Net
Finally climb through the Obstacle Pipe
After doing this for many-many laps you can buy the Agility cape from Cap'n Izzy No-Beard.