The game opens up with a cutscene and once you gain control of Delsin, you'll be in charge of doing a little bit of graffiti. You need to turn the controller sideways and then shake it like it was a can of spray paint. What you need to do is spray in the stencil areas with R2. There's quite a bit with the white and it will automatically switch to another portion with black paint.
When you're finished, there will be another cutscene and you'll have to escape through the back door. You have to make your way to the Longhouse and the path is fairly linear that you don't really need directions. There will be yet another cutscene at the Longhouse, bringing this mission to an end and automatically starting the next.