When you start this mission, you'll be shown a yellow objective waypoint on your map. This waypoint is at the southern edge of the Neon and not far away from your start point. When you find the EMT, make sure you're at full strength before approaching him and pressing 
to start the mission.
This is a simple kill-or-be-killed mission (of which there are many in the game). Don't go running down the street, though. A few Reapers are fortified up on top of a roof (where the clinic is located). Stay back and take out the Reapers running at you down the street, then sidle along the building next to the clinic and take out the Reapers on the roof from cover. Alternately, you can climb that building and Thunder Drop on them from above.
This opens a clinic (alternate respawn point) and opens up your first sets of side missions (including Good and Evil side missions).