Even if you feed the populace, the ungrateful louts begin pelting you with garbage, so run away and wait for Zeke to call you. A story mission waypoint (light blue exclamation mark in a circle) appears on the southern edge of the map. Now it's time to learn how to travel around the city: over the rooftops.
Get to Zeke[edit]
Climb a building and look for wires leading to other buildings in the general direction in which you want to travel. If no wires lead off the current building, look for a tower on the roof with a flashing red light at the base. Target the base of the tower and blast it to knock down the tower and for a bridge. Of course, in some cases, you'll just have to jump to a nearby building and keep going. Sticking to the rooftops is quicker and safer than traveling the streets. (Plus, a little later, you'll get powers that make traveling the upper pathways a lot faster than hoofing it.)
You'll also have to fight with Reapers as you travel. Since these guys are mostly stationed on the roofs, you'll be on equal footing. Remember you can aim and fire even when traveling over a wire or hanging from a building. Use the HVAC ducts, towers and other paraphernalia scattered on the tops of buildings as cover (press 
when near a low wall, crate or similar
object).
When you reach the marker, you'll see, at street level, a blue icon over a blue cone of light. Walk into the light to start the mission. Run after Zeke up to the police standing guard at the bridge entrance.
Cross the bridge[edit]
To play the hero, run up close to the guards until you are told you have made the good choice. The guards will then begin attacking you. Use Shockwave to force them back, then pick them off with lightning bolts. To play the anti-hero, stand back in the crowd and zap the police.
Once the police are down, run up to the gate and charge the control panel to the left (zap it). Run through and take cover behind a concrete barricade and pick off the police on top of the crates. Move up to the crates and climb up the left side. Run across and jump down and take out the machine gun (it can't reach you if you stay on the left side of the bridge).
Just beyond that are two machine guns, one on each side of the bridge. Just in front of the guns and in the center of the bridge is a stack of crates. Stay in the center of the bridge to avoid the line-of-fire of the guns and take out any police. Once the police are down, climb to the top of the crates and take cover behind a metal slab at the top. From there you can snipe the machine gunners and any other police in the area.
Charge up the next gate and head through. Stay in the center and jump to grab the top of the metal crate. Do not climb on top; but, hang from the edge and snipe all police you can see. Remember you can press 
to change your aiming hand. Don't forget police at ground level.
There are machine guns covering the sides of the bridge, so go over the top of the container and climb the stack of crates to your right. From the top crate, run forward and Thunder Drop on top of the right machine gun. Then, go back and mop up the other machine gun from behind.
Ahead you'll see two crates stacked on top of each other such that you can't climb them. Go around to your left and then go right and stay close to the right side of the bridge. You'll see a machine gun positioned on top of a container. It can't reach you at ground level, so advance until you can zap the gunner. Now go back and over to the left side of the bridge. Climb over a crate and take out the other machine gun from behind. Open the next gate and watch the cutscenes.
Back to the city[edit]
After the movie, you're under the bridge and have to make your way back to the city. Target the hooks holding the orange lights and shoot them to create poles you can leap across to reach the next platform. Shoot down some more lights and jump across to the pipes and then to more poles and then some more pipes, etc. Falling into the water is instant death, so don't do it.
You will soon come under fire from a couple of Reapers, so take them out. (Try hanging from a pipe and shooting them.) When you reach their platform blocked by a chain-link fence, go left and edge around the bridge pylon, avoiding the steam jets that will cook you extremely quickly. Along the way you collect your first Blast Shard and learn some more about them.
After reaching the end of the pipe on the pylon, jump to the wire and hand-over-hand your way down to the next platform. From here, most of the pipes will not hold your weight for more than a few seconds, so make sure you knock down as many light poles as possible from stable platforms like the one you're on now. Jump to a few light poles and then take out the Reapers ahead of you while hanging from one of the poles.
Keep going, making sure you get all the light poles down before jumping onto a pipe. Once you reach a platform, you have nothing but pipes in front of you. Quickly run along the pipes to reach shore. After a conversation with Zeke, you get a call from Moya and three story missions pop up on your map. Two of these (Mysterious Signals and Medical Emergency) introduce new concepts (Dead Drops and Cleared Areas). The other, Blood Trail, continues the story. You can do these missions in any order, however, if you complete Medical Emergency, the game will start giving you side missions.