Part I - A Strange Visit & The Dreadful Wale
Sidenote - If you're wondering, 'Wale' can mean both a welt (of which Meagan has clearly had plenty), to strike (i.e. to 'wale on'), and a reinforced section of a wooden boat (maybe you've heard the term 'gunwale' in this regard).
Wake up in your cabin aboard the Wale, only not really. Try the locked door, then turn around to realize that this isn't really your cabin, and you may not technically be awake. Or alive.
Veterans of the first Dishonored will remember the Void, and as before you'll take a quick jaunt through this shadow realm to chat with the mysterious Outsider, who still seems to bear some fondness for Corvo.
Now you have a choice- accept the Mark of the Outsider and all the supernatural power that comes with it, or reject his offer, playing the rest of the game without powers. Going commando (in a psychothaumaturgical sense) can be interesting, and there is an achievement for completing the game powerless. However, there are a lot more achievements you can only get with powers, and many places and secrets inaccessible to flatscans. So for the sake of playing the game to its fullest, we're going to take the sinister deity up on his offer of occult power. What could go wrong?
You'll be given back the Blink ability from the first Dishonored (though of course not at full power, Samus Attano). Use it to follow the objective marker reclaim the Heart- previously hinted and now confirmed to house at least a fragment of Jessamine Kaldwin's soul. Which is perfectly normal. Use its power to hunt down the hidden runes before your dreaming ends (Runes 1 & 2 of 10)
Awaken more fully, and find a gift of bone charms waiting on your desk (Bonecharms 1 & 2 of 8). Gather these and equip them- which charms you get varies from playthrough to playthrough, but you have plenty of space at the moment. Read the Musician's book and your own journal if you like, before equipping the heart to hunt down the nearby runes. (Note- these items are technically part of the Imperial Assassin's Pack preorder reward, but they now seem to appear in all version of the PC game, preordered or not).
As you leave, grab the crossbow and accompanying note from the door. Turn right and pick up the Maintenance list to add another objective to your journal (unblock cargo door).
See Meagan, but don't stop for now- go past her into Sokolov's quarters, to stock up on bolts, elixirs, books, and an audiograph.
Take the stairs up to the deck , and use the heart to locate a rune in the nearby water (Rune 3/10). Quicksave first- the rune is a little bit of wreckage, and carnivorous fish attack randomly. Dive in, swimsprint to the rune and swim straight back. These are not friendly waters.
Back on board, look for an open hatch on the starboard side of the ship- not in the deck, but on the upper curve of the metal hull. This opening leads to the other side of the blocked door mentioned in that maintenance note- drop down to gather up some more goodies and complete that objective.
Lastly, if you're going for achievements, scour the ship for reading material. You'll earn an achievement later for gathering all of Meagan's and Sokolov's journal entries, but older material will be replaced with each chapter. Be sure to check Sokolov's quarters (behind Meagan, or accessible via the hatch at the ship's bow, Meagan's quarters at the very top of the tower, the engine room, and a the lone book on a trunk near the bow of the ship. When ready, talk to Meagen, then meet her at the skiff to go ashore.