Well, here we go. Follow the prompts on screen and look where the nice policemen tell you to look with the right stick. This pretty much serves as a way to remind you to change your X and Y camera control axes in the options, if you want. You'll also learn how to light speed dash here. By holding the Circle button, you can turn to a beam of light and run quickly. This will be your main mode of transportation. You can run up walls this way, too.
After a short scene, you'll regain control of Fetch in a different part of the city. Time to evade the police. Put your new dash move to use and take off in any direction. Use your minimap to keep track of the red police chopper and blue police cars. They're trying to keep their spotlight on you, and you're trying to lose them. Find a hiding place, like under an overpass or in a narrow alley where the spotlight will have trouble finding you. Keep an eye on your minimap to avoid on-foot patrolmen, even if you're already hiding. Stay hidden until Fetch gives the all clear. If the cops find you, don't worry about it. Just start dashing again and look for another hiding place.
You don't have all of your powers yet, but you do have your thrusters at this point. While in the air, hold X to slowly float down. You won't need this right away, but it's handy to know.
After a brief conversation with Brent, you'll be pointed towards your next objective. You can always tell where you're supposed to go next by looking at your map or minimap. Your next objective is marked with a little fuchsia "F." Head there now.
When you try to open the door, you'll find it locked. You'll have to force your way in with a few neon shots. This will be your main method of attack. To fire a neon shot, simply press R2. You can also hold L2 to zoom in a bit and aim. Once inside, you'll find yourself under attack, so defend yourself. Aside from shooting, Fetch can punch with the Square button or do a falling splash attack by press Square while in the air, though there's not much room for that in this scenario. Once they're taken care of, do what the game says and grab the red duffel bag and watch the cutscene.
You'll need to charge up a bit now. Fetch can drain neon from signs and things by standing near them and pressing the touch pad. This will provide ammo with which to use your powers (though mobility powers don't drain neon, thankfully) and will heal you if you're low on health. Sources of neon are marked on your minimap with fuchsia dots.
Head to your next objective and watch the cutscene with some important context for the relationship between Fetch and Brent. Next thing you know, you're back at Curdun Cay.
You'll notice you have a couple of new abilities assigned to L2 now. If you hold it to aim, time will slow down for a little while, making it easier to aim at moving targets. Release L2 to charge this ability again. While aiming, you'll be able to see weak points on enemies. Shoot those weak points to take the enemies down immediately. Try it now on these statues, and again (quickly) on the holograms, then run over and "collect" the holographic hostage you just saved.
Next you'll be introduced to a whole new ability that even Delsin didn't get in InFamous Second Son. Press L3 to see enemies through walls. If they're not directly in your field of view, enemies will show up as fuchsia blobs on the edges of your screen, and hostages will show up as green blobs. Find the next set of holograms and destroy the hostile ones. Then rush to the next set and do it one more time. If you managed to save all three hostages, you'll complete a Challenge and unlock the Challenge and Upgrade screens from the pause menu.
Challenges earn you Skill Points, which you can use to improve your skills and buy upgrades. Each upgrade has a different cost. Go to the Upgrades screen to see what's available to you. Right now, you only have enough for one upgrade, to your Light Speed, so you might as well buy it. This well let you jump while running. See the Upgrades section of this guide for more information about each upgrade.
Augustine will throw a bunch of new hostages at you, so use your ping power and zip around to find save them. This is pretty much your first taste of the Arena mode. These tie into another challenge for more SP, so do your best. Remember that weak points are not the only way to take down enemies. If it's more convenient to punch them or just blast them a few times, go for it. Mix it up a bit.
Once you've rescued all of the hostages, the Alpha Arena will open up. See the Arena section for more information.
NEXT: Free the Neon