Tenpenny threatens Carl to frame him for the murder of LSPD officer Ralph Pendelbury (Which was actually committed by Hernandez when he was forced to do so by Tenpenny and Pulaski). Tenpenny tells Carl that he will be watching him. The officers then throw Carl out of the car in Jefferson, a territory of Ballas. The game then instructs Carl to get on the BMX parked nearby and make his way back to Grove Street.
No actual mission takes place after the cutscene, but the game instructs the player to:
Get on the BMX bicycle.
Follow the "CJ" icon on the map and go to Johnson House in Grove Street.
Reaching Grove Street
The mission ends when the cutscene ends. The game instructs the player to reach Grove Street, but it is not part of the mission.
Once the cutscene ends, CJ will be in an alleyway in Jefferson with a BMX parked nearby. Either get on the BMX as the game tells or take any other vehicle and get back to CJ's home (denoted by "CJ" icon on the radar) in Grove Street.
The game will tell instruct the player on how to pedal the BMX. The controls are same for other land vehicles. The easiest route to reach Grove Street is by following the railway line.
Once CJ reaches Grove Street, walk into the mission marker in front of the Johnson House to play the first mission, Big Smoke.
In the PC version, if the host computer is not running at around 25-30 frames per second, Tenpenny will drive on before the train has passed the level crossing, causing the police car to pass through the train. A video of this can be seen here.
The police car driven by Pulaski in the cutscene is not the same model as the regular LSPD car. In the PC version, the car does not have specular reflection, causing it to look much darker than a normal LSPD car. Also the wheels are copied from GTA III/VC, the license plate is blank, and the rear lights are black for some reason.
The C.R.A.S.H. officers can be seen running around in circles. A video of this can be seen here.
The police car driven by Pulaski can be driven without him controlling it a video of this can be seen here.