Very first one was the scripted suicide event at the beginning of the game (after character background stories obviously).
Fresh in Night City, just after leaving your apartment on your way to meet Victor you see on that area a scripted (possible) suicide, some guy jumped (or thrown) through the window falls and lands just in front of you. When you continue that road you see your first crime action, some gang in shootout with police. These two scenes just one after another are very cleverly designed, giving you a first impression of a very lively, wide open Night City with endless options and opportunities.
Anyway, I thought, this jumped/thrown guy was some beginning of a quest or something bigger. I tried to investigate his body, tried top enter the building he fell from (all doors were locked), tried to speak the witnesses and police. Nothing happened. I even googled a lot about the script, didn't see much info (I preordered the game, and it was day one, hell hour one. Nobody knew anything and everybody was busy playing already). I thought that I need some upgrades or other thing to open those locked doors, tried a lot to interact anything around, and then gave up with the idea of coming back later when I have a better grasp of the game, and can find a way to continue the "quest".
When I discovered there wasn't more to it, and that was just it, I felt pretty disappointed. I really gave an impression of a beginning of a good side quest or treasure/lore hunt.