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I've been looking and I can't find the first lost tape for the life of me, I've found 2, 3, and 4, but I've looked everywhere in the initial sewer part and the train station before riding the first train. Should I look elsewhere? Or is it a sort of fakeout where it doesn't appear until later in the game

There is a small sequence in between the sewer and subway that uses the same graphics as the tapes. This is tape 1. I did intend for people to speculate what tape 1 was, but I don't what to cause too much confusion so I've just started telling people anyway.