Part 1:  Introduction

Deus Ex is a thinking man's shooter that takes place in a dark and violent vision of the future.  Nothing spells big dystopian trouble like a messed up Statue of Liberty,  and Deus Ex delivers by thrusting you into a world in which Lady Liberty's head has cracked off.  Like Half-Life, Deus Ex begins with an extended interactive cutscene.  Simply make your way to the inside of the neck of the Statue of Liberty.  Kill anyone you meet and listen to what the cutscene narrator tells you about the mysterious world of Deus Ex.  Some of this information may be critical later in the game.  If you become lost during the cutscene, turn around in circles while keeping the horizon line in the lower quarter of the screen until you see the Statue of Liberty, then walk towards it.  If you do this and don't see the Statue of Liberty, it may be because you're inside the Statue of Liberty.  Exit the monument and look up.  Do you see the space where, in better times, the head used to be?  Okay, now look down a little. That's where you need to go to end this introductory scene. 

Part 2: Parading Around With The Flag

Once you've gotten through the Statue of Liberty scene, make your way to UNATCO headquarters, which is located outside the statue.  You can't miss it.  If you see a boat, you've gone way, way too far.  Following the instructions presented in part 1, relocate the Statue of Liberty and try again.  Always make right turns and you'll eventually either find HQ or end up at the boat.  Once you find the UNATCO building, enter it.  This is where the game begins.   The first thing you'll see is a soldier sitting at a desk.   Introduce yourself.  He'll tell you that you're a robot.  But he's crazy.   Or is he?  Don't let this information rattle you, because your goal in this section of the game is clear:  Show everyone in the base your flag.   You'll find a flag in the lobby.  Pick it up and tell the guard something like "oh, so that's  where I left my flag."  Nine times out of ten, he'll buy that story, and you can march right into HQ carrying your new flag.

It's your first day on the job, and it's imperative that you show everyone in the office that even though you may or not be a robot,  you're 100% regular guy, a real Joe Dystopian Future Three-Pack.  Make small talk about anything but the flag, but make sure your coworkers see it.  Don't let anyone touch the flag, however, even if they ask.  There's a random chance that any worker will recognize the flag as the one that used to be in the lobby and, if given half a chance, he - or she - will return it there, at which point you'll have to start over.  Keep making right turns and you'll eventually talk to everyone.  You'll have to make sure the flag is visible during any dialog cutscenes.  Here are some pictures to get you started: