The first player just places any tile. Then you take turns placing tiles and resolving forced plays. Ideally, you should have an unlimited supply of tiles (though it usually ends fairly quick — for me at least 
) but there are rules for limited number of tiles as well.
You can check out the official rules here. It's also available for online play at BoardSpace.
I saw that websites, so what you are saying, the first player just place any tile down. Not out of the bag or anything like that ?
All the tiles are identical. One side of a tile has the bends and the other the straight crossing. So just play whichever side you want.
If you are interested in this class of games, I can recommend the book Connection Games: Variations on a Theme by Cameron Browne.
Has anyone played this game called Trax ?
If so, all I want to know is how to start, do you start with a number of tile(s) or what ?