a.o.t 2 season 1 ps5

Hi everyone

I've recently purchased aot 2 plus the final battle I've read most places that aot 2 includes season 1 But I started the game up and it went straight to the female titan in the walls

Obviously it's not the very start, I haven't played wings of freedom

Did this skip anything? I'm confused I was previously going to start with wof but everywhere including the PS site states it covers all season 1-3

Thanks for your time :)