You'll awaken in a garden being surrounded by a lot of praying people. Being almost drowned by the preacher has resulted in losing some of your health so you should be on a lookout for fruits and other snacks. Make sure to examine a pond found along the way in order to find a few coins in the water.
Keep following the navigational arrow until you get to the exit from the temple garden. Get to the other side and you'll enter the streets of Columbia. As always you should explore your surroundings, because many less important objects can be found on the benches and in side alleys, as well as inside barrels and trashcans.
Check the area to the right of the monumental statue of Father Comstock and you should be able to locate Hudson's tailor shop. There's a bench near the store and you can find several coins under it. Enter the store to unlock Vantage Point #1: Kinetoscope (this action is needed to unlock the Sightseer achievement). Don't leave just yet, because exploring the area behind the store's counter will also result in finding Voxophone #2.
Get back to the streets and proceed towards a parade flying over the city. Wait for one of the guards to lift the barrier and move on.
You'll notice a large poster "The False Shepherd" along the way. Examine the area near the poster to unlock Vantage Point #2: Kinetoscope.
There are stairs to the left of the kinetoscope and they lead to a small garden. Locate some money and food under the umbrella, as well as Voxophone #3. You may now examine the rest of the garden and when you're done go back to the streets. Head towards a large statue seen in the distance.