From the tutorial mission, where you kick this guy off of the girl and give her to the health insurance brigade. If you go back to the bath, this dude appears as a green circle on the radar, and you can't aim your weapon at him as if he's a super important dude who's integral to the plot.
I haven't played this game since launch, but I always look out for the NPC's who we're not supposed to care about in every game.
He has a circle, damnit. I need answers.