Breaking free from Coolridge's prison | Mission 1 - Dishonored Dishonored Guide
Last update: 11 May 2016
New Main Quest: Jump from the bridge
I recommend that, right after you plant the explosive, you turn left and hide inside the crate shown in the above screenshot. Theoretically, you could run out of the prison right after the explosion. It is, however, a better idea to wait for the guards, who appear here after the explosion, to leave the area after they explore it.
Go through the hole in the wall and jump into water. Don't worry about falling from height. I recommend that you note the guards patrolling the walls to the right. You should definitely avoid getting within their sight because they are armed with firearms and may attack you even at a distance this large.
New Main Quest: Reach the sewer tunnels
It's a good idea to stay underwater to avoid being spotted by guards. Swim up to the wall occupied by the enemies and turn towards the sewers' entrance (the above screenshot)
New Main Quest: Escape into the sewers
Before entering sewers, make sure that guards are not looking your way. This way you will avoid unnecessary alarm. Take the narrow path to reach a new location (you need to confirm that you actually want to enter this location by choosing the upper-right option).