My Costume

I suppose this nametag is mine. I am unsure where the name Saturn comes from. Surely this is not my legal name. I must be in some sort of display. I should get into costume. Where is my costume?

More importantly, where am I right now? It is very dark and I believe I am moving. I will search for a light of some sort. This mysterious rod does not appear to emit any light. I need light! I need to get into costume! Surely there is a candle in here. However I can get light, I would like to find out what this plastic protrusion from this wall could possibly be. I am frightened at the thought of touching it.

Oh, there is the light. I do not understand where I am though. I could possibly be in a box pulled by oxen. Yes, that must be all. However, I do not recall oxen being able to run at such high speeds. I ought to reconsider that proposition. At least I can see the inside of this box.

There is another box. I wonder if someone is in this box, but it is awfully small. Only a baby could fit in this box… and that would be inhumane. Perhaps my costume is in this box. I shall open it.

This is not a costume. It looks more like another box to me. Why are there so many boxes in this big box? I should try to open this box. There is something in the way. Who would make a box that you cannot open? I would like to have a talk with the designer of this monstrosity.

This box has stopped moving. I suppose I should find an exit… but where is my costume?

You capture the state of confusion well, I don't have a clue what is going on, but I would like to find out which means I will continue reading. You're also good at writing in the first person (something I could never do.)
I do notice you use a lot of short, simple sentences though. They're effective when used sparingly, but I felt that you used just a little too many in this case. It would help it flow better if you used more connectives rather than starting a new sentence each time.
I hope to read the first chapter soon.