Walkthrough: Start off by putting on a gas mask #1. Notice that this mission will take place in the same area as the prologue. Use the few seconds of spare time you have to quickly locate a red chest #2. Aside from a new gas mask and a lot of standard ammunition you'll find 210 rounds (!!!) of gold ammunition here.
Get ready for a new monster battle #1 #2. I would strongly recommend that you change ammunition in your clips from standard to golden one, because you won't be making any purchases in the future (don't forget that gold bullets work only with automatic weapons). As for the battle itself, focus on attacking larger group of monsters, preventing them from hurting someone from your team.
Keep fighting until you've been knocked out by one of the flying beasts #1. You'll now start watching the same cut-scene which ended the prologue, however this one will be longer and will end with Artyom being saved by one of his colleagues. Follow your new teammate to the next area #2.
You'll have to make several stops along the way #1 and each time you'll be forced to take on a group of monsters. Keep fighting until your colleague has given an order to move. Once you've heard his command ignore the remaining beasts and start running after him #2.
Be on a lookout for a white van - you'll find to your right shortly after making one of the stops #1. Approach the van if you can, because you'll be allowed to take 60 rounds of gold ammunition and gas mask filters from the passenger's seat. You should eventually reach several buildings #2. Enter the first one to escape the monsters.
It would be a good idea to look around a bit. There's a red locker nearby #1 and you can examine it to find a gas mask, a filter and a medkit. You can also enter a small room with larger lockers #2 to collect standard ammo and 90 rounds of gold ammunition.
Proceed to the next section and be careful, because you're going to be attacked by new beasts soon #1. Kill only the closest targets and then start running after your ally. Eventually you should both make it to an entrance to the tower #2. Head inside and you'll be rewarded with several cut-scenes. Get ready for the last mission of the game!