Chapter 0: My First Gun - Borderlands 2
After the scene, you have to choose a character. Carefully read their description to know which style fits you the best. After selecting your character, follow the pesky robot called Claptrap until you reach his hideout.
After the scene, get the gun from the cabinet to complete this rather simple mission. You can also check your menu right now and familiarize yourself with various options. Loot the other containers as well before leaving.