Escort Kid to power station was a mission in Jak II. Young Samos Hagai was too busy to babysit The Kid so he had Jak escort him to Kor at the power station, during which they were attacked by large groups of the Krimzon Guard.
Another escort mission but this time you'll have to protect the harmless kid. The first destination is a parked two-seated zoomer to where he'll head on his own, with or without Jak. The danger however lies in the large amount of guards heading for him (if you're close by they'll target you first). They'll only be foot soldiers armed with tasers for now though. Since the kid is invincible you'll only need to worry about leaving him alone; if done so any of the guards will apprehend and arrest him causing mission failure.
Just stick with the kid and shoot down any guards at a distance (to avoid their tasers) with the Blaster and Vulcan Fury. Once at the two-seater; get in and head down through the Industrial Section where you'll be hindered by more of the Krimzon Guard on their zoomers (they'll use rifles as well) plus their turbo cannons around the area.
Once at the ramp you'll exit the vehicle and have to escort the kid a little more to the power station, completing this mission.