Sleeping Dogs begins with a group of undercover cops watching over a deal of some sort occurring on the piers of Hong Kong. They will be after the main character, your very own Wei Shen. As Wei and his accomplice approach the deal, the guards will call out a random security guard approaching the scene. He will stumble upon the deal and dumbly call them out. Wei's accomplice will approach the guy, knife hidden behind his back, and attack. The cops can't just watch on anymore; they take action, barging onto the scene and chasing everybody off. You are now in control of Wei.
For now, simply hold the A button to sprint after your partner. As you clear the nets, a group of cops will approach from the left and blind you. Hit A to jump over the table, and then hit A again to vault over the railing ahead of you. You will fall down into a small, wet pit. Approach the opposite side of the pit and hit the A button again to climb up the wall, scurry over the other side, and plant your feet back on solid ground. In case you haven't figured it out, the A button (or X on the Playstation 3 - we conducted our guide on the PC using an Xbox 360 controller, so keep in mind that all button prompts will from now on be referred to in terms of their Xbox 360 counterpart, not their PS3 cousin) is a very important button to master when it comes to playing Sleeping Dogs. It not only handles sprinting, but crazy parkour moves as well, such as those you've been performing. Try to ease off of the A button just as you're sprinting at an obstacle, and then tap it immediately after letting off to vault over obstacles and keep a smooth flow going.
Anyways, following the pit, you will find yourself running for safety past fishermen and dock workers along the surprisingly crowded pier (great spot for a drug deal, guys.) Leap over the table ahead and run across the narrow wooden bridge into the building ahead. Follow your partner over the table, over the next table, and over the fish tanks, which will shatter on impact. Your partner will stop moving at the top of the ledge ahead - we're not sure if this is just a glitch of some sort, or if it's intentional. Either way, he will yell at you to keep moving while not actually moving anywhere himself, and your objective marker will still hover firmly over your partner. Don't let this dissuade you from moving on with the level; if you stay in this area for too long, the cops will catch up and you will get a game over. Run through the red door simply by running into it, and push through the chain door on the other side. Cross the wooden bridge and vault up the wall of the low building ahead. Jump over the side and you will fall through a fragile roof and into the base of the building below.
When you emerge outside, you will find that the cops have captured the rest of your gang. It's just you now. Wheel around to the right and run towards the platform on the edge of the balcony to escape from the cops. Leap from the raised platform to the opposite balcony. You will just barely make this long jump. Climb up to the balcony and burst through the glowing door to the inside of the house. Just as your objective says, simply keep running. Run through the next two doors and you will emerge onto another balcony, where the police will corner you at last. As the cuffs are slapped on, the prologue will end and you will be ushered into the next section of the game, which will continue to tutorialize you.