Speak to Tyrael and Cain. The two of them will fill you in on the situation very quickly. Tyrael will give you the first quest. Izual, a fallen angel, charged the gates of Hell some years ago and was captured. Since that time, he's been made a slave to Prime Evils; you need to free him. Of course, since this is Diablo, you'll be freeing him through death. Head down the stairs into the Outer Steppes and clear this level out.
The folks you meet here will be the easiest you'll face in hell, so if you're constantly dying, you'd better stay here and up your level. From the Outer Steppes, you'll need to find an archway that leads down more steps to the Plains of Despair. Izual can be found on the Plains. Fight him; destroy him; then talk to him. Once you've spoken to him, head back to the Fortress and talk to