Along the adventure in Bioshock 2 you’ll receive intelligence from various sources in order to solve the mysteries of Rapture, though you must bear in mind that the information you get may be false or misleading.
However, there’s one big difference: in Bioshock 2, your character is one of those Bid Daddies you were fighting in the first installment of the saga, and your aim is precisely to find the Little Sister you were paired with.