This chapter is only an introduction to both the story and basic controls, just to give you a feel of the game. So head up to that door right in front of you.
Once you finally get up the stairs and in front of the door, press X to try and open it.
You'll then be prompted to use the right stick of your controller to reach for the knob. Press X afterwards to try and open it again.
After getting gracefully knocked down by the old lady, you'll find yourself staring at your own body. Use the right stick to reach out to your face.
So you find out that you're still alive, but on the brink of dying at which point you'll need to re-align your "ghost" self to your flesh. Use the left stick to make large movements and the right to change angles.
At which you will just have to watch yourself be completely murdered right in front of your very eyes (not a spoiler, I'm pretty sure all of you knew you were gonna die anyways).
Now as your objective is telling you to do, just keep walking towards the bright lights until you get near the source and start a cutscene.
When you get back to the real world, speak to both of those two who are trying to help you.
Follow the little girl that appeared at the back of the alley. You'll get the basic tutorial for your ah... ghost powers. Meaning your ability to walk through things.
A good thing to point out is that objects which glow white or items that are obviously non-existing in the real world (ie. old wood, stocks, etc.) you will not be able to pass through. In general the rule is a ghost cannot pass through ghost things.
Follow that little girl into the playground and talk to the little girl. A couple of available questions will appear on the screen, you can ask all of them so don't worry about choosing the right questions to ask.
I feel the need to mention this even though it might be plainly obvious. Those hands that reach out from the ground, they were never officially named so we'll just call them lost souls. You do not step on those things, they will latch onto you and pull you down which can kill you within a second if you don't escape. So definitely avoid them.
Okay, now most of the basic tutorials are finished. Head back to the scene where you died to start the first investigation.