Take your time and don't hurry joining Pavel. Examine thoroughly the entire starting area. The most valuable collectible can be found on the counter to your left. It's the hidden Artyom's diary page shown in the above screenshot.
Only after you collect the abovementioned page, approach the chest with the filter and the gas mask in it (you lost such kit in one of the previous chapters of the game). You can now follow Pavel and take the stairs leading up to the surface.
Already here, you need to decide whether you want to examine the area above, or only focus on following Pavel. If you decide on the former, you need to keep in mind that you are going to "waste" most of the time, but you do not really have to bother about the shortage of filters because, you will be finding them while exploring the area, on a regular basis (note - second-hand filters often last shorter than the default five minutes!). The first one of the of the filters is near the corpse inside the ruins of the building close to the starting point.
Another place that is worth visiting is the underground tunnels that will lead you up to a corpse with ammo and a new kind of weapon. There's also a fragment of a plane wreck, and a corpse with a filter on it. After you have explored thoroughly the area, go towards the entrance shown in the above screenshot, which will take you to another ruined area which is even bigger.
Examine the corpse that Pavel should stop over, to find some ammo and another filter. Move on to find yet another one in one of the side rooms.
Stop after you reach a big staircase, In accordance with Pavel's suggestions, it is a good idea to examine several new rooms to the right. In the last one of them there is a chest with supplies and a double-barreled shotgun. As soon as you collect the weapon, you will be attacked by a monster. Still, Artyom will handle the beast automatically. Return to Pavel and go upstairs.
Take your position next to Pavel and fait for the band of mutants to move away. Only then should you resume your progression, coupled with exploration of the area. Thanks to this, you will find a corpse with a filter on it. In order to push the plot forward, you need to approach the plane's hull. To open the plane's door, you and Pavel need to cooperate, by pressing the correct button rhythmically.
First of all, go left to find the filter lying around. Only after that, follow Pavel. Do not pay attention to the distortion in your visuals, nor to the appearing corpses of passengers. As soon as you attempt to enter the cockpit, you will lose control over Artyom, and you will see a cutscene of the moment of the plane crash.
After you regain control over your character, turn around to face Pavel and turn your attention to the hidden Artyom's diary page shown in the above screenshot.
Only then should you join your companion to help him put the mask on. You can now start exploring the part of the hull that has been inaccessible this far (there is a filter for you to collect on the way. Before you leave the plane, prepare a long-range weapon.
Soon, a demon, i.e. a flying monster will appear in the area. Start shooting at the beast with a long-range weapon.
You need to be careful here, as you can be grabbed by the demon, which results in a loss of a large portion of health. To prevent that, you can shoot at the monster while standing at a wall, or while hiding next to the entrance to one of the nearby buildings. You need to keep fighting until the beast decides to fly away.
Follow Pavel. It is a good idea to take a peek into one of the buildings to the left, because there is another filter there, next to a corpse (additionally, you can swap the gas masks, if yours has been damaged during the battle with the demon). You are up for another stop in the area, where there will be mutants appearing in large quantities.
Try to keep the monsters at a moderate distance, and do not let them approach you too much to inflict damage in melee combat. What proves to be useful here, is the double-barreled shotgun that you acquired earlier, or any other piece of weaponry of considerable force.
Wait for Pavel's signal to resume on your path towards the theatre and follow him without waiting for the mutants to appear in the area again. Approach your ally to get across the nearby barricade.
Also here, you will be attacked by the kind of monsters you've already encountered. Just like in the previous case, wait for Pavel to give you a signal that you can go towards the nearby stairs leading to the station.
After you go down the stairs, turn around and start shooting at the mutants coming your way, first using long-range weapons, and then your shotgun or something else effective at short quarters. You need to hold your positions until the station door opens, which will complete this chapter.