Go forward at the beginning until you reach some device that will end up giving you a new power, the Smoke Shot. Aim and shoot down the thing flying around, then when you get the chance, push in the touchpad to drain and get a Blast Shard. There are three more around here, but you need to refill your Smoke power first.
There should be a car smoking on your left, so go near it and when prompted, push in the Touch Pad to refill your smoke meter in the bottom left corner. With it refilled, shoot down the other two flying things and grab the Blast Shards. The final one is on the wall ahead, so shoot it first and then grab it. Keep going until you get to the bus.
Shoot the concrete slabs in the way, only to have it do nothing. This prompts the game to make you go into the Powers menu (press the Options button) and purchase the Cinder Blast ability. All you have to do is hold R2 down until Delsin fires the Cinder Blast, which is similar to a shotgun. Use it to clear the way, shooting a car and refilling your smoke along the way, until you get to another cutscene.
Keep following the road until you enter a tunnel, where you'll end up getting into a fight with some looters. Use the abilities you have learned thus far, like your melee and the Smoke Shot, to take down the looters, with the option to Subdue the last enemy for Good Karma, or kill him for Evil Karma. Continue to the end of the tunnel, when you see a massive amount of dust coming from the exit.
Note: You will see these Karma choices during the general gameplay, earning you Good or Evil Karma. Just remember that blue equals good and red equals evil.
You should now be in front of a bridge, or was once a bridge before it was destroyed. Drop down and go to the first Core Relay, which will give you the ability to launch Delsin off the top of cars. Use this to get to the next section of the bridge and keep going to the next Core Relay, which grants the ability to hover for a short period of time.
You'll learn to combine the abilities you have learned thus far, like using the Smoke Dash while in the air to cover longer distances, as well as using the hover. Keep going until you reach the end of the bridge, where you will see the bus Reggie was driving fall into the water, but you'll see Reggie in the distance. Hurry to him and you'll automatically grab him out of the water, ending the mission.