When you first make a character, and go to start the game, the Mines of Gloomingdeep starts with an instanced zone. That is why it says "the zone is not available". As soon as the instance loads, it will put you in it. If you don't go thru the instance, and instead go to your home city, and then want to go back to the tutorial, you go directly to the mines, and skip the instanced part.