Sequence 1 - Family Heirloom
At home you have to activate a special mode of view (hold TRIANGLE). As a matter of fact, we'll see a hidden door. Take all items from the box located secret room behind them.  Leave the house - before the gate you will meet two guards. Use your sword, and control their attacks (R1 + SQUARE when the soldier is attacking). 
Run on rooftops to a family friend.  He will help you when you give him proper documents. 
Now go to the prison.  Before it, you will see a gallows. Enter the circle of light before it. 
Sequence 1 - Last Man Standing
Something bad is going to happen. Move as quickly as possible toward the crowd.  Unfortunately, this is not the happiest day for Ezio. You will not be able to do anything - just try to escape the guards. 
The easiest way to escape is to jump on the nearby crates and get to the roof.  When you will lost the chase a characteristic Animus anomalies will appear - the sequence is over.