Quick starting tip: You keep anything you extract with at the end of the tutorial. However, there is a scripted robbery event when you open the breach door in the diner. Before you use the door, dump ALL your stuff in a loot container in the diner, then trigger the door. After the small cutscene, you can go to the loot container and loot all the stuff you otherwise would have lost.
It's not much, but you get a green pistol and some other supplies that otherwise would have been lost (not counting anything else you looted before the door event)