Explore a little if you want.
Take the path up and talk to King Zora. He mentions that his daughter is missing.
There is a torch near King Zora. Pull out a Deku Stick and light the torch at the bottom of the stairs/path.
Light the stick again (if it went out). Now, you have 4 torches to light in rapid succession. One is by the
door to the shop, one is in the water, and two are behind the waterfall in the water. They are all basically
in a straight line, so be quick. This will reveal a treasure chest. Open it to receive a Heart Piece.
Go back up to King Zora. The tunnel/path off to the left of him is a Diving Game. Do it and grab the 5 Rupees, then, go back
up and visit the Diving Game Zora again. She'll give you the SILVER SCALE, which allows you to dive much deeper.
Now that you have the Silver Scale, go to the door underwater (opposite the waterfall) and dive down and through.
This takes you to Lake Hylia. In the Lake there is a bottle, which you can dive down to. Inside the bottle is a letter
from King Zora's daughter, telling you that she is inside Jabu Jabu.
If you want, go to the Fishing Shop in the NE and buy a pole. The guy will tell you how to fish. If you pull in a really big fish
(10 lbs or so) and bring it back to the guy, he'll give you a Heart Piece.
When you're ready, go back through your little underwater door and back to Zora's Domain. If you don't
already have a fish in a bottle, grab one now; you're going to need it. Go up to
King Zora and present him with the letter that you just found.
King Zora will scooch over and open a passageway for you. Take it.
You are now in Zora's Fountain. Go to the SE corner of the map, and place a bomb next to the grey rock. This will blow the wall behind it and you can enter.
This is a Fairy Fountain where you will learn a new spell: The Farore's Wind. Set a warp place with it inside a dungeon, then, when you are in danger, you can warp back to this spot. Exit the fountain.
Head back toward the entrance, to the "square" on the map. Present Lord Jabu-Jabu with the fish you have in a bottle, and you'll be sucked in.
Now, time to battle the Inside Lord Jabu-Jabu's Belly.