OK, you want details? Let me give you an outline, building on what Loeman said.
{Shapshifter} wakes up in an abandoned lab, no idea where she is or why she's there. (Knowing who she is optional, but recommended, the total amnesia thing is rare and done to death. For the rest of the outline, we will assume she remembers who she is, just not how she got there. Kinda like a 'The Hangover' situation.)
She Shapeshifts instinctively to get out of her cell, finds a bathroom, takes a piss, and looks in the mirror.
Was not hot pink before and not weighing in at 200#s, kinda freaks out, breaks the mirror.
Winds her way through the lab to an open door.
Fight with the guard dog must be avoided, subverted, or overcome using transformation powers.
Gets outside, it's after dark and the streetlights are on.
Is in a deserted section of some old industrial town, no one's around.
Wanders around a while till she comes on a mugging, only people she's seen this whole time.
Here's the first big branch, she can either intervene directly or indirectly, basically you're choosing heroine or stalker route. (I leave the stalker one up to you because stalking is not my thing and I don't like even outlining it, plus a friend just pointed out it's really damaging to people to have it glorified.)
If you chose to intervene directly you have three options to how to do so, based on her powerset. (You know that: I don't.)
One leads to the woman staying and being curious, like Loeman said, one to her running away and {Shapshifter} having to take shelter in an unlocked car for the night but the rescue-ie coming back in the morning, (It's her car by the way...), and the third to a bad end. (Got to have a few of those in any good CHYOA story.)
Think that's enough to start on?