On the following page of the guide to Empire of Sin you will learn how to choose the gameplay features.
The game doesn't contain a story mode. Instead, you get the opportunity to play a freely customized game as one of the 14 bosses. Each one of them gives you unique personal themes and quests related to them. In addition, each of them is distinguished by unique bonuses. They're what affects the gameplay the most. Study each of the characters carefully and choose the one that best suits your style.
When starting the game, you must also choose the difficulty level, the number of neighborhoods, and enemy bosses. For the first run, choose a low difficulty level and only a few areas to familiarize yourself with the basic mechanics. Once you are familiar with the game, you can restart it - putting it on higher difficulty and adding more opponents.