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The first page of this Bioshock 2 walkthrough covers the first level, Adonis Luxury Resort, which serves as more of an introduction than anything else. The second level is detailed on the next page.
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Adonis Luxury Resort - Beginning
After the introduction sequence which ended with a bang, you'll wake up in a pool ten years later and to the voice of Tenenbaum, who you may remember from the first game. Some on-screen instructions will detail the movement controls and you'll want to head to the pink coral and up the stairs. If you look at the hole in the wall along the stairs, you'll also see a Little Sister. You can't interact with her though. When you come to the coral blocking the way, you'll be prompted to press R2. Don't. Instead, press the circle button. It'll conserve fuel. With the way cleared, proceed forwards and duck when prompted to pass underneath the ruined pillar.
In the next room, you'll see a character jumping across the screen and that is a Big Sister. Don't worry, you won't have a run-in with her yet.
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Acquiring Your First Plasmid
You'll enter a new area of the level here and you'll want to head in the direction that the Big Sister went in. First however, make sure you pick up the items littering the room. Also, when you do head in the direction of the Big Sister, you'll meet your first Splicer who'll appear to the left of the stairs. She'll die and another Splicer will appear, armed with a revolver. Just press circle to whack him until he falls and make sure you loot the corpses. Before going the way that the Splicer came from, turn and go to the door that's locked by a security keypad. Simply press X on the keypad and enter the code, 1540. This'll open the door and you'll gain some money plus items, including an audio diary. Now backtrack head in the direction the Splicer came from.
As you enter the new room, there's an EVE Hypo to the right. Search the cash register, use the EVE Dispenser and loot everything before heading to where the first Gatherer's Garden is. Here, you'll gain your first Plasmid which is the Electro Bolt ability. Afterwards, you'll meet a Little Sister, only to see her get taken by a Big Sister. In a moment, you'll be able to test your Electro Bolt but first loot the area. Head to where the Big Sister went then and use Electro Bolt on the control panel, by pressing L2.
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In Pursuit of the Big Sister
As prompted, use Electro Bolt on the Splicer as shown in the image. Then whack him and take out the other Splicer that attacks. Shock the generator and the door on the other side of the area will open. Enter it and take in the sights of the ocean outside, as well as the Big Daddy walking along the ocean floor. Instead of heading in the direction that the objective arrow tells you though, loot the toilet area first and watch out for the Splicer. Then head in the direction the game wants you to.
Shock the water after heading through the door to kill the two Splicers. Take everything from the area and continue following the objective arrow. Loot the Rosie corpse and you'll also pick up a Rivet Gun while heading in this direction. Before heading up the stairs, loot everything.
After taking the stairs, you'll find the Little Sister and a Big Sister will attack. You can't kill her, so don't waste supplies. When she retreats, gather everything in the room before giving chase. Once you jump down into the water filled area, the Big Sister will shatter the glass and you'll end up on the ocean floor.
Follow the objective arrow and drain the water, by using the Airlock Control when you come to a dead end. You can't miss it. This'll complete the first level.
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Atlantic Express Level Beginning
The second level of the Bioshock 2 game walkthrough is covered here.
Once you gain control, move forwards and loot the area. When you head up the stairs and approach the Splicer, he'll run away. In order to get past the door that the Splicer closed, go into the room nearby and pick up the Remote Hack Darts from the tool dispenser and the table. Then take the Hack Tool. Fire it through the smashed window at the door control panel that's lit up. You'll then see an interface pop up with a ticker moving from left to right. Press X when it's on green to stop it. Hack the Security Bot if you want and try to get the ticker to stop in the blue coloured panels for a damage bonus.
When in the tram area, kill the Splicers and head into the Gate Control area. You can't miss it. Open the gate then by using the gate control that's lit up. Lamb will talk and Splicers will attack. There's nothing you can do here, so don't panic. After falling down into the water, move in the opposite direction of the blue light.
When you leave the water and go up the stairs entering the new room, make sure you hack the camera with your tool as it'll make the encounter with the Splicers here easier.
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Finding and Using the Atlantic Express Train
After the Splicers have been dealt with, go past the Bot Shutdown console and take the Plasmid after Eleanor talks to you. After taking it, head into the next room and up the stairs. With Telekinesis equipped, press L2 on one of the canisters and then release it while aiming at the Splicers below. Make sure you pick up the audio diary before going downstairs. Loot the area and before moving to the place in front of the tram, use an Electro Bolt on the door control outside the Archival Offices.
Go back and move in front of the tram then. A door will shut and some cog-wheels will be jammed. So, head into the room to the left of the tram (facing the jammed wheels). Use Telekinesis to remove the object jamming them. Go into the newly opened area. Loot the area before heading down the passage where the vending machine and Bot Shutdown console is (stock up on supplies if you want at the vending machine).
You'll run into a Big Sister as you move up the stairs, but she'll flee. There are Splicers in the area so proceed slowly and hack the cameras. You should be able to get through without dying. And once they're all dead, loot the area and go to the Train Platform, where the objective arrow points you to.
Press the elevator button. Once the elevator stops, follow the objective arrow while looting and don't worry about the traps. They won't harm you. Press the intercom switch after killing the Splicer banging on the shutters. In this next part, you'll have to hold off the Splicers so use the Trap Rivets you probably picked up to form a defensive perimeter, but first hack the security camera to the left of the area. After holding them off, board the train to finish the second level.