After a short Persona 5 cutscene, you will gain control of the main character. Jump from chandelier to chandelier until you reach your first encounter. The fight is extremely easy, so feel free to use any of the tools at your disposal. Don’t worry about SP or your health either, as this will be your only fight in this section.
Once the enemy falls, watch the cutscene and keep moving forward. You will come up to a light stealth section, that asks you to hide behind boxes and move forward without getting caught. Just watch the guard in front of you and move when he isn’t watching. After the guard runs by, continue until you reach a cutscene.
When the video ends, you will find yourself tied up to a chair in an interrogation room. Answer the nice man’s questions however you see fit. This is also the point in which you will select your difficulty and name your protagonist. Answer the dialogue options and watch the cutscenes. After being asked many questions by multiple different people, the first day of Person 5 will begin.