Do what the instructions tell you to on the game until it says "Training Successful"for the first time.
Next, hold down Ctrl and walk past the barred window. Holding down Ctrl should make Garrett walk slowly. It now should say "Training Successful" again.
Then press "X" that should make Garrett crouch. Go through the hole in the wall. Stop when you get to the door. Again, it should then say "Training Successful".
Right click to open the door.
Carry on run forward until you see a lamp on the wall. Press "8" to equip your water arrow. Hold down Left Mouse Button and aim just above the middle of the fire. Let go of the left-click. Then the flame should go out. If it doesn't, then try again. Feel free to go up to the crate with a water arrow on and right click to take.
Now follow the glowing footprints. Go up close to the crates and press "Space". Garrett should climb over them.
Follow the footprints through the door and up to where they stop.
Next go up to the locked door and right-click.
Move the mouse around the lock and when the circle wobbles, move it slightly up and down until break appears and twists to a fixed position.
Then, follow the footprints and go up the ladder. Immediately hold down Ctrl and creep into the next room.
Press "2" to equip the Blackjack while still holding down Ctrl until you get behind the man.
Don't walk into him or you will fail training as the man will notice you.
Left-click to knock the man out. Once you have knocked him out, move the camera around until the man is highlighted. Right-click to pick him up. Walk back the way you came and stand next to the ladder hole. Right-click so the man falls down the hole. Walk back into the room and walk up to the book. Make sure it is highlighted.
Right-click and you will see the contents of the book. Read it then press back.
Follow the footprints that lead up the stairs. Proceed to where the candle is on the table. Get it highlighted and right-click.
This makes you take it. This is your first bit of loot.
Follow the footprints that lead through the door and down the corridor.
Go to the opening of the door way (NOTE: DO NOT FOLLOW TO THE END OF THE FOOTPRINTS YET!)
Press "9" to equip your noisemaker arrow. Aim it to the end of this corridor where the guard is standing. Hold down left-click and aim. When you let go, the arrow should make lots of noise, distracting the guard and making him run to the end of the corridor. When he runs, run to the door that he was guarding. Right-click to open it. If it is already open, then there is no need.
When you get inside, quick highlight the door to close it, with you now inside the room.
Follow the footprints until you get to the table with the candle on.
Right-click when highlighted candle to take it.
Then highlight the paper and read it.
Now follow the footprints through the door.
Keep following the foot-prints until you get to the bottom of the stairs.
Press "9" again to equip your noise-maker arrow.
Shoot it in the far door next to the bar.
The patrolling guard should then run into the room.
Run half the way to the table in between the Lord Julian the cook.
For the next half, hold Ctrl and creep up to the table.
Right-click to take the Velvet bag. Then follow the footprints into the room where you fired the noise-maker arrow. The guard will be in there. Quickly press "1" to equip your dagger and keep on left-clicking at the guard. He will attack you but keep on clicking. Move away from time to time so he chases you etc...
When he is dead, go to the door where the footprints lead to.
right-click to open it and follow the footprints to the door.
It will now say "You are about to end the mission. Continue?"
You will now go back onto the menu and Garrett will be explaining the next mission.
Hope this was helpful :)