Metro 2033/Chapter 1 "Let the Journey Begin"

You wake up, and will need to meet with the caravan. Follow the only path through the station, and you will eventually pass by the trader. You might not have enough currency to purchase better equipment, but you can still see what's available:
 * Revolver with an extended barrel: 63
 * Revolver with a silencer: 59
 * Bastard with a silencer: 79
 * Medkit: 8

Continue to the armory and the end of the tunnel. You should receive the "Bastard gun", which occupies your SMG slot. Poor accuracy, but gets shots out. You will also be given ammo, a universal charger for the batteries, as well as a medkit and gasmasks.

Proceed to the caravan by going through the now-unblocked opening, and board the train.

Chase
The cart is directed through a service tunnel instead of the main track due to a collapse. Shortly after entering the service tunnel, you will be first knocked out by a mysterious light from behind. After reviving, you will be followed by enemies attacking from behind.

The targets to focus on will be the ones that attack you or your companion. There will be a mutant that will grab the extra rider and pull him off the cart, who will appear just after being given the shotgun.

You will be knocked off the cart during combat, shortly after the final person wakes up. Once you are able to stand, sprint towards the blockade to avoid being munched. You will be pulled to safety, and the guards will eliminate the swarm.