After the game installed, I played it immediately at around 12. It was a good 1 hour run before I went to bed. I chose Zero the Assassin. I woke up and started playing again around 9. I got passed the snowy area, and I started exploring Sanctuary for weapon chests. I didn't find any (except for the golden chest), but I did get introduced to a safe-house to which I can store stuff. I then did a few side-missions so I could dominate bandits and Hyperion forces in the upcoming story mission.