When accessing Cloud Party via direct link for the first time, if you have no account:
Click on the URL link you were provided. This takes you to a web page that prompts you to enter a username. User names themselves are not unique in Cloud Party, and they display publicly. Once you have entered your desired user name, chose one of the default avatars. Don't worry, you can customize yourself later. Once you've chosen your avatar, click GO. You'll then be teleported directly to the URL you chose.
If you already have a Cloud Party account, click the URL. If you are logged in, it will take you directly there. If you aren't, you will be prompted to log in. Once you login you'll go directly to the space you've chosen.