The first playable character you will control is Sarah, Joel's daughter. Feel free to explore the entire top floor of the house, including your bedroom, Joel's bedroom and the bathroom. There are a few items of interest, but nothing that falls under the collectible category.
When you're done sleep walking upstairs, head down and into the kitchen to inspect Joel's cellular phone. When you're done, pass by the sliding glass door and head into the study to trigger a cut scene.
For the next little while, you'll take a ride in an SUV with Joel and his brother, Tommy. You can't do much other than turn your head, but it's a fairly intense road-trip just the same. When it's over, you'll play as Joel.
Follow the on-screen prompts to kick out the front windshield, then fend off the Infected before picking up Sarah and following Tommy through the town's streets. As soon as you get close to the Armadillo Theater, turn left and head down the alley. Make sure you're quick with the buttons. There's another Infected waiting a short way into the alley.
Continue to follow Tommy until he leads you to a patio, then go through the door and out the other side of the building. Run through the broken opening of the brick wall, then follow the path until you hit another cut scene. Don't worry about the Infected chasing you. So long as you don't stop or slow down you'll be just fine.
When the cut scene is complete, move on to Chapter 2: The Quarantine Zone.