Your objective when playing a single-player game is to advance through a series of mission levels until you complete the last level of the game. Each mission level, including training missions, is represented on the Level Select screen as a particular map region. The first mission level available to you is Hyde Park. From here you can branch to different levels, choosing from several different missions. The choices continue to branch as you work your way deeper into the game. You do not need to play all mission levels to reach the final level of the game, Parasite City.
Hyde Park serves as both Training Mission 3 and the first mission level of the game. During Hyde Park, you will learn the relationship between power stations and the importance of acquiring energy.