Here, I'm answering questions that I expect will come up frequently, and I'll update the page in the future if other questions come up that I haven't considered.
What skills should I unlock on the Skill Tree?
Since you only have so many skill points early in the campaign, it's good to prioritize for the skills that are most likely to aid you in the long run. You can't unlock everything until after you complete the Open Your World mission, but you can get started.
Nearly any skill is useful, but the most important ones in each discipline are as follows:
Combat - Enforcer Combat Take Down, Bullet Resistance
Hacking - Disable Reinforcement Calls, Steam Pipes, Extra Battery III
Crafted Items - Blackout
Driving - Defensive Driver
The Focus abilities in the Combat branch of the tree can also be useful, if you're terrible at gunplay but want to take that approach anyway. They're completely unnecessary, otherwise, so it's a good idea to spend your points elsewhere.
How can I lose the cops?
If police start chasing you, it's important to get away as quickly as possible. The longer they chase you, the more likely it is that you'll find yourself cornered. The best way to get away from the police is with the Blackout item. You can give yourself a long stretch of darkness when you use one. Find a straight stretch of road and cruise down it. Long stretches lead you more quickly to the edge of the police radius. As a load screen tip suggests, you can't kill every police officer. Unlike criminals, more will keep coming. Your only option is to escape.
You might not have Blackout items initially. In that case, another strategy is to drive over bridges and quickly raise them as you pass. The police officers will stop to wait, and you can get away while they do. Or you can use traffic lights and steam vents and blockers to slow your pursuit, if you have those abilities. Finally, as a last-ditch effort, you can run down to the water (if a dock is nearby) and commandeer a boat. As long as a helicopter isn't circling overhead, that's a great way to escape.
How do I make all of the side missions appear on the map?
You can hack ctOS towers that become available around the map. When you finish hacking them, you'll make new points of interest appear on the map, including convenient hideouts (so you can fast travel around Chicago) and side missions. Note that the Criminal Convoy side missions won't all appear in that manner, no matter how long you drive around and no matter how many of the 13 towers you hack. To make all of those missions appear, you'll also need to complete at least a few other events. Primarily, the last five or so Criminal Convoy missions seem to be linked to the number of Fixer Contracts you have cleared.
Is there a question above that I haven't answered but should? You can let me know by reaching out using the main site's contact form