We learn later that this is Mike Peterson, an injured factory worker who has been
given superpowers through a dangerous device known as "Centipede".
Most of the exterior scenes in "Agents of S.H.I.E.L.D." are shot out on location in the real world.
But this first scene is pure Hollywood. What appears to be a city street is actually
the New York Street set on the back lot of Universal Studios Hollywood.
Here is a photo of that same building on New York Street, without the f/x:
(Note that they removed the fire escapes from the building.)
(In the photos above, the camera is looking west/southwest.)
The good news is that you can still drive right down that same street -
all you have to do is take the studio tram tour at Universal Studios.
This building is about 100 yards northwest of Courthouse Square.