Follow the man
After the cutscene has concluded, follow the guy through the snowy trail and hop over the obstacles by following the instructions shown on screen. Eventually you'll view another scene which leaves you continuing solo for a while. Follow the path ahead until you reach an area full of bodies, then slide through the gap to face your first encounter.
Explore the Snowy Trail
Here you'll want to wait for the enemy to go in for a swing and then press [L1] to dodge, follow this with [Square] to get a couple hits in. Once you're done taking out the enemies, press up on the D-PAD and hold [R2] to heal up, now head down the hill and enter the building. Grab the Ammo off the table then head to the left side of the room to find a path to crawl under, take out the enemy on your way through and exit out of the opposite side.
Go around the corner and enter the building through the window to find a Medkit in the suitcase, then go into the other room to find an Artefact on the table. Go back outside and enter another building down the hill, here you'll be shown the Listen ability, hold [R1] to see the enemies location and then approach it whilst crouched until you see a prompt to kill it.
Tip: You'll always want to take the Stealth approach whenever you face enemies, as this will save your Ammo and Healing items.
Head into the bedroom to find some Ammo, then slowly go down stairs using the Listen ability and take out another two enemies. Finally, grab the Resources scattered around this floor before going outside via the Garage. Here you'll want to climb over the fence and sneak past the enemies until you reach the car or the truck, crawl under it and you'll enter a cutscene.