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After exiting the character box, you're in the main editor:
At the moment, there's only one space visible for a line of dialogue. This will be the first line played when a user starts the game. The drop-down box to the left allows you to assign the dialogue to a character. You can have either the PC or the NPC speak first, but the player only gets to do something when the NPC is talking, so let's have Bob speak first.