As you walk peacefully through the streets from a restaurant or wherever you were. The autumn breeze picks up before stopping, then coming right back to freeze you. Everyone else on the streets were doing alright, some shivering, others wearing tank tops and shorts and being perfectly fine like the freaks they are.
But as you wander, seemingly out of boredom, a cop car zooms almost past you, before halting abruptly, with two cops getting out, one of them was full of energy and was quick to interrogate, while the other was letting out a sigh and slapping his partner on the back of his head. After that weird interaction, one of them (specifically the hyper one) called himself Shotgun Man... Whatever that means.
Then they sorta left, telling you that things have been weird lately and to go to the police station if you see anything weird.