Crisis Core: Final Fantasy VII/02: Betrayal

Shinra Tower
After the few cutscenes you will be free to move around. Don't forget to read your mails and to go grab the free item outside of the Briefing Room (Thunder materia). Also, new missions are available.

Leave the Briefing Room for now and talk to Kunsel. He will take you to the streets of Sector 8, where you can begin on starting the Side Quests.

Sector 8
You start at the blue exclamation mark on the map, first, go south to talk to the 3 women and join their fan club (only two of them will offer you to join their fan club). Then go north, since there is nothing interesting to the east.

Loveless Street
Talk to the guard on the right to unlock a new mission (it's a Side Quest comprised of 6 missions, do them now if you want and go talk to him again), and then go to the north near the truck to receive a mail, then go to the alley talk to the woman to join her fan club. When you're done visiting, go back to Shinra Tower.

Shinra Tower
A woman will offer you a free drink, you can take it if you want. It will give you a Raise status, it's unlimited but not stackable, only one at a time. Then take the elevator to the SOLDIER Floor, and before heading back to the Briefing Room, visit the Materia Room. Here you will talk to a scientist and this will unlock a new mission. You can now go back to the Briefing Room to continue with the main story.