Head to the waypoint in Chinatown to begin your pursuit of the Shocker. Swing toward him, and once you get close enough, a 
prompt will appear. Use it to hit him with a web strike that triggers a short scene, after which the pursuit continues. This chase isn't much different from the first, with one exception: the Shocker will occasionally shoot beams of electricity back at you. Use 
to dodge when the Spider Sense indicates an incoming hit, and again, take him down with once you get close enough to conclude the chase.
Completing this mission unlocks a side mission in Midtown: Spider-Man P.I. Two other side missions, The Network is Down in the Financial District and Storming the Castle on the Upper East Side, should also be available by now. Take the time to do some side activities before the next story mission, which MJ will call about.