Cole’s Legacy is a mission that is only available to those who preordered the game in the US, or those who ordered the Special Edition in other countries. It is also available on the European Playstation Store for purchase.
The icon for this mission is a black exclamation point on a yellow background. When you begin, you’re contacted by a man named Raymond Wolfe, who is the brother of Sebastian Wolfe from Infamous 2. He asks you to go to Sundial Park before he can tell you more about what he needs.
It seems his editor has been captured by the DUP and Raymond wants you to find and pick up his latest story. He placed fish stickers around that point in the direction of where the story is located, so check the bulletin board right in front of you to find the first sticker on the one post.
Basically, if a sticker is facing up, you go straight ahead and if it’s pointing in any other direction, you move that way. The easiest way to get to the story’s location is to just head into the big grassy area and keep moving away from the shoreline. You will run into DUP soldiers along the way, and can most likely sneak up behind them to bring them down.
Eventually, you’ll encounter a large group of DUP agents and will be asked to defeat them all. Once they’re all gone, head to the rocks shown on your map and press the Touch Pad to grab Raymond’s story piece. Listen to the recording and the mission will be over as soon as it’s done.