The mission marker will be near Olaf’s restaurant and upon starting the mission, you’ll see an activist rally in front. If you want Evil Karma, disrupt it by any means, but leave it alone if you are Good. Either way, Reggie says to hide near the neon sign, so go on the roof and press the touchpad near the cardboard boxes.
After the cutscene, you’ll have gain some of the Neon powers, but only the dash ability, so give chase after Fetch. You’ll learn how to run up walls, which is pretty much the extent of the ability for now. Eventually, you’ll end up catching up with Fetch, who will blow up the roof and have both of you crashing inside the building.
It’s time to do battle with Fetch, although you really can’t do anything to her yet. Actually, the only thing you can do is go around the area and drain all of the neon signs so she can’t get more power. All but two are on the ground level, with those other two on the second floor.
Once you’ve gotten them all, you can fire neon blasts with the R2 button. What you need to do now is take shots at Fetch until you can deplete her health at the top of the screen. Note that she’ll stick to the ground floor and will move around a lot, but you can follow her thanks to the light trail she leaves behind. If you need to recover your health, hide behind something. After the fight, you get another Karma Choice, whether to Redeem (Good) or Corrupt (Evil) Fetch.