When you begin the game, you'll first have to sit through an introductory cutscene. While you're surrounded, you will be prompted to perform a "neon dash" using the button. You will then be required to evade the police, which should be an easy feat, there are numerous alleyways that you are able to hide in. Take heed of the helicopter, as it may spot you out in the open. Once you're done, Brent will mark a penthouse on your map.
Make your way to the pink "F" (Fetch) marker on your map (you can access the map with the "Options" button). You can use the Neon Dash to run up the wall towards the door. Now, use your neon beam () to destroy the door and eliminate the gang members. Now, interact with the brieface, which will result in a bomb detonating. Now, make your way back to the docks using your Neon Dash to complete the prologue.