early items: seeker missile
Just after taking the tram to the east half of SkyTown, you'll enter Concourse. Take the elevator to the second floor or use a spring-bsj, and go to the walkway in the video (you want the one where you can get a clear view of the missile expansion). After lining up with the missile, use the wall at the end of the walkway to do a spring-bsj, then screw attack into the window where it is.
Head through the tunnel to reach an ice door that will take you back outside. Take the zipline cable to the other side, but instead of going in the door (which only leads to a dead end), jump down to reach another door. This path will lead to Xenoresearch B and the seeker missile.