This led into an alleyway shootout in which we saw the two agents taking cover, getting knocked out and revived by one another (a very simple process for the player), and performing "Agency moments." That's the in-game parlance for doing something very cool, such as jumping onto a merry go round and turning it into a spinning pinwheel of machine gun doom.
It's not yet clear just what the scale of The Agency will be. The level we saw was just two players cooperating against CPU-controlled targets, but we've heard rumblings of a persistent world and "24 versus Counter-Strike" references from Sony Online itself. The game is also planning to email or text message you at times (if that's okay with you) to tell you things like "Your new car is ready!" or, "The South American drug lord has captured your underling and is going to kill him unless you give him a million dollars. What should we do?"
That all sounds pretty ambitious. We'll just have to wait for Sony to give up more info. Or just take a cue from them and stealth into their corporate headquarters through a zip line dropped in through the skylight. Yeah, that'll happen.