Dishonored begins with a short tutorial mission as your protagonist, Corvo, arrives back to land. This will teach you the basics of looking, jumping, moving and sneaking. Leave the boat and head for the palace across the bridge. As you approach, you will meet up with Emily. She will ask you to play hide and seek, triggering an optional objective. If you say yes, you will get a basic tutorial on stealth.
Enter stealth mode by hitting B or O, depending on your console choice, and your movement speed will decrease by your stealthiness will increase. That basically means you'll be less visible to guards and you will make less sound when you move around. Use this in the future to sneak up behind enemies and either choke them out, pickpocket them, or kill them.
For now, though, you just need to use this ability to avoid Emily. Whether or not you successfully hide doesn't really matter; just find a spot to crouch around and eventually Emily will give up and take you to see her mother, the Empress. This is where the real trouble starts. Anton Sokolov will pass you on your way up to see the Empress. Speak with him before speaking with the Empress. Deliver your letter to her. After the Empress reads the letter, she will be attacked by a group of teleporting assassins. This encounter will function as a basic combat tutorial, and won't ask you to do anything too tough. Simply use the right trigger to swing your sword and chop through the bad guys. Just when it looks as if you have fended off the attackers, a final assassin will swoop in and kill the Empress. Another will rush off with poor little Emily. As the Empress lies dying in your arms, the officials will arrive and blame you for the murder. They will promptly knock you out and arrest you.
When you awaken, you will find yourself in prison deep underground. The first order of business is to escape from your cell. Investigate the food tray that the guard oh-so-inconspicuously dropped off for you to find a cell key underneath the main course. Take the key and use it to open up your cell.
Drop into a sneaking position. Save the game and head forward. You will find three guards in the yard past your cell. You can easily grab the first one stealthily from behind. The second guard can be grabbed as the third walks away, and the third will be easy to nab afterwards. If you are looking to make it through the level without being detected, it can cactually be better to avoid the latter two guards after taking out the first and dragging his body off.
Head through the walkway to reach a series of large ventilation pipes. Grab the City Watch pistol from the weapons rack and nab up the extra pistols for extra ammunition. Climb up onto the ventilation ducts to avoid the three guards below, or simply gun them down. Note that there will be a fourth guard coming in the room soon, and this is the one who is really important. This guy has a key that you will need to proceed out of the jail. You can either kill him from behind or choke him out from behind and pickpocket the key afterwards. Either way, make sure that you have your hands on that key and get through the locked door and out onto the walkway. A lone guard will patrol this area. Taking him out will give you free reign of the place.
Save your game again and proceed towards the interrogation room, which you caught a glimpse of in a cutscene earlier. Take the clockwork explosive. This will trigger more guards to come out into the main yard. Grab the explosives from the safe in the interrogation room and go back outside. You will find two guards waiting for you. You can either hit them from behind, or avoid them altogether. Or, I suppose, you could simply shoot them both in the face if that's the way you want to go. If you remove both enemies from the equation, you will ensure that the yard will be empty during the next section of the game, which can occasinally make it a bit easier. Like practically everything else in Dishonored, it's your call.
Head to the prison's front gate. This area is broken up into two sections. The first area is guarded by three soldiers; one soldier is located outside, and two more are in the control booths. The second part of the front gate area has only two guards, one in front of the security doorway and one at the top of the stairs. Save the game before committing to anything. You can choke out or kill off all three guards on the first side without being detected, or you can avoid them entirely by mantling up and over piping. You can also take the side with two enemies, although you are actually more likely to be found out this way. If you go this way, try dropping near the entrance of the main door that you need to blow up, hopefully avoiding the two enemies in the process. Plant the charge on the door and run into the metal container next to the door.
When the door blows, run out and sprint through the gaping hole in the wall. Dive into the water without wasting any time. This will lead you into the greater sewer system. You've almost managed to grab hold of freedom! You just need to navigate the sewers, a process that is pretty straightforward until the end. The area is devoid of enemies, but features a few rats and a few traps. If you get close enough to a large enough swarm of rats, they can actually damage or even kill you if you let them. Hack them up with your sword or avoid them altogether by stepping over furniture and using dead bodies as lurs for the rats.
Head over to the valve wheel, which will be covered up by a dead body. Chuck the body aside and turn the wheel by holding down the action button. Head through the gate, and save your game again.
You will have to turn another valve now. Distract or kill the rats ahead. You can use corpses to do this easily enough. With the rats distracted, quickly run over to the valve and turn it, then flee ahead.
On the other side of the door, climb up the chain and jump to safety at the top. Your gear is getting close, but you will have to evade a few devious crossbow traps in order to get to it. Even though you are close to your objective, don't rush. Watch out for ropes crossing your path; tripping these ropes will cause arrows to come shooting out of the machinery set up down here. Trigger the traps instead by tossing items like beer bottles or cups through them. Clear the traps and proceed.
You will find a large trunk ahead that contains all of your old gear. Open it up and equip the crossbow. This bow will be your friend for the rest of the game, and any incendiary bolts you may have picked up in the sewers will be transferred into your crossbow automatically. You will also find a locked safe nearby. The combination is 451. Loot the safe and head to the final section of the sewers, where you will be able to see enemies below you through a large drop.
Four guards will patrol the area below you If you cause an alert, more guards will spawn. Luckily, these guys are easy enough to take out. You can practice your dropping assassination if you like by simply jumping down the hole and hitting RT right before you land on an enemy. This will obviously break your stealth state and force you into direct combat with the rest of the guards, but it's good practice since the falling assassination is actually a kind of tricky move to pull off. Alternately, you can do things in a much sneakier way. Wait for the guards to split up before dropping down. Deal with the first guard, who will be chilling out by the drop. Pickpocket him and hide his body. Now either kill the group by stalking them one by one, or preferably dive underwater and swim past the lot of them. Swim right to the exit, and you will find a man named Sam waiting for you. Speak with him and you will have finished the first mission of Dishonored!