On this page of our guide to Batman: Arkham Knight you will find a detailed description of the prologue. This is a short and rather not very interactive introductory scene that takes place in a bar.
Move the analog stick or use the keyboard to activate the furnace and burn Joker's body.
In the prologue, you will take control of Gary Owens for a while. After one of the civilians stops you, go to the left corner of the bar and try to talk to the person sitting there. A cut-scene will start.