After speaking with Ken, exit his office and head outside. A car will be waiting for you. Get in the car (press Enter) and follow the pink icon on your mini-map, which leads to the Ocean View Hotel. This is your first safe house and a crucial location for saving your game and changing outfits. The drive is short and serves as a basic driving tutorial.
Upon arriving at the hotel, park the car and walk into the pink save icon inside the lobby. This will trigger a save prompt. It's highly recommended to save your game here, as it marks your first significant progress in Vice City. You'll also be able to change into a new outfit, the 'Street Clothes', which is purely cosmetic at this stage.