Objective: Zero Saints Thirty
After the scene, you'll be inside the base. Follow Asha and move along with the team. Knife the terrorist from behind the crate then shoot the other guard. Once the huge door is opened, head inside and kill more guards.
Follow the straightforward path and clear the next corridors of enemies. Proceed forth and the second corridor will cave in, prompting you to enter the adjacent room and kill more enemies. Continue forth until you have to interact with a gate.
Proceed to the warehouse and clear all enemies then go upstairs until you reach the next room. Stack in and breach the door. You'll enter in slow motion so use that advantage to kill all enemies in the room. Open the next door only to be stopped by an enemy waiting in the other side.
Open the door again once you're back in your feet and press LB to sprint after Cyrus. You'll catch up to him in no time. Follow the QTE (quick-time-event) buttons to defeat the target. Next, sprint across the walkway until you reach the nuke. Like before, follow the onscreen button prompts until you successfully destroy the nuke.
After the prologue, you can now customize your character. The game offers a lot of customization options so play with them until you get your preferred appearance. Once done, start the game.