Crawl towards the thug and release the darkness when prompted. After slaughtering the thugs, talk to Vinnie. You have the darkness unleashed already. If you haven't played the first one yet, you should avoid the light sources at this hurts the darkness. You can consult the controls layout as well.
Head to the alley and tap LB to pick up glowing objects. For starters, grab the obvious pile of junk to get a metal rod, aim it to the target and throw it to impale them. Press RB to use the demon arm slash and destroy the wooden fence ahead. 0
Move to the second fence and follow the instruction to perform a vertical slash and horizontal slash respectively. Kill the two thugs and continue forth. After reaching the locked door, follow the instructions again to open the electrical box and destroy it to unlock the door.
Once inside, grab the target and execute him. Head to the next room, grab an object as instructed then throw it to the thug to stun him. Then, execute him. Head to the door and pick up the M1911 on the table.
Head outside and start killing. You can grab the vehicle doors and throw them to enemies to slice them or use it as shield. Use this to conserve bullets. Don't forget that you can take out the lights as well. Continue forth until the building beside you blows up and you get thrown in the adjacent building.
After the darkling saves you, grab the UZI from it and open the door. You'll find the very first Relic in the game. There are 29 in total. These give you bonus essences, as well as the chance to unlock two achievements. Grab it by pressing LB. Head to the where the darkling is to find a Talent Shrine. Access it to upgrade your skills by spending essences you earn by killing enemies. The more creative you kill, the higher the essence. You should have not less than 500 essences at this point, so purchase the first one (Eat Hearts). There are four talent trees to choose from as well. For now, I suggest buying Health Executions for 400 essence.
Once done, continue forth and fight your way through several enemies. The darkling will prove as a useful decoy and ally. Take time also to consume the hearts of fallen enemies to earn health and extra essence. Fight your way to the streets until you meet up with your crew. Take out the next few enemies then destroy the lights leading to the subway.
Once in the subway, destroy the lights first then destroy the gate. Continue destroying the lights and enemies as you make your way to the platform. Go downstairs and check the fire exit behind the stairs to find another relic.
Continue killing enemies ahead. There's a talent shrine halfway so use it as necessary. Head to the next platform and continue heading to your objective. Kill a few more enemies until you finally see Jenny. Walk along the corridor and talk to the two guys then continue forth to return to reality. Meet up with Tony and talk to him to complete the chapter.