You have entered in the unreal world. To get out you must complete 3 missions from a mysterious stranger. You don't have to go through the missions in a brutal way, there is a non-lethal alternative at each of the levels. If you need money you can find a job or you can kill civilians, loot and destroy their homes, but be aware that such atrocities will not go unnoticed by the police. Simply put, you can do whatever you want, who cares if the world isn't real, right...?