3. Die
You had a good run. You were well into the double figures of killed civilians, at least five cop cars turned upside down or exploded and maybe even several totaled cars of your own, but it was only going to end one way. Even that body armour couldn't help you survive that car explosion and shotgun to the face. Before too long, you are probably going to die. Not that it will stop you long. Dying is usually a mild annoyance in the GTA series, just hoisting you to the nearest hospital with your wallet and arsenal a little lighter. Again though, it does serve an important purpose. Knowing exactly how much damage you can take will both inform how you act when you are messing around in the sandbox or trying to complete the story missions. At this early point in the game, it will also give you a little bit of time to figure out the surrounding area. You will learn where the hospital is and you will learn it in relation to other points on the map you frequent. That way, when you do end up making a trip to the AE, you will know exactly where to go once you steal the ambulance.