This is how the story begin in Chicago. You're Aiden Pearce coming into the Merlaut Hotel bumping into a black woman. Damien is outside and both of you starts hacking into everyone's bank accounts when suddenly there is an intrusion. Damien persists but Aiden stops the intrusion before they are discovered after Damien see a blurry image.
After that incident Aiden took his six year old niece for a ride in his car to Pawnee when he is under attack from Maurice on a motorcycle causing his niece's death.
Eleven months later after much hunting, Aiden tried to get Maurice to confess but he's too volatile so he had to be knocked out.
Starting at this point, aim and shoot the gun. Lucky it's empty so use the attack button to knock Maurice cold so Mordi could take care of him. Check Maurice's cell phone by holding the hack button. Grab the remaining items before you leave. After the cutscene, move to where the chain link fence is. Distract one with the ball machine, the other with a cell phone. Make sure you knock them both out because around where the ball machine is there's an office with a few more items.
Now go uphill on the left side where the road is and use a button to get over the chain link fence. Once you reach the point, hack a few cameras until you see "unlock". Follow the instructions on the next part. Pick the electronic part, hold the weapon wheel button, aim at the top right corner and craft it into a lure which is a little device that makes noises. Throw where it points then go behind and attack that person. Check the left side by the stairs before the next section.
Now there's people near the counter with the police investigating the Viceroys. It may take time but aim your camera around or use the security camera to pick the people whom you can take their money by using the hack button. Now go behind the counter directly to the next room.
Go to the ATM and press the button to collect the money. This is important far later on when it comes to buying weapons, clothes and items you can craft into as your "gadgets". You'll be talking to "Badboy17" and he'll tell you there's a security guard with clearance that would help before the blackout. Hack the cameras, hack the guard and intrude into the security section and hack the system. Hold out the weapon wheel again and aim for the bottom right for the Blackout gadget. Trigger it and the whole stadium totally shuts down.
Go past the security and if you have to, knock one down then run downstairs, all the way to the doors. Jordi would call to tell there's a car waiting. As an option before you leave, you can have a drink and maybe threaten the owner for cash.
Run across the road and vault over objects to where the car is. Go in the car and aim south away from the police. Once you're clear from the white outline area, go to the Owl Hotel on the second floor where your home is. After the cutscene pick up the remaining items in your home, hack the security key and the audio on the laptop before taking a rest until 6am. This is a good place to save, just to get your crime awareness cleared before moving on to the next task.