You'll first obtain the drone in Chapter 1, you'll automatically be given the drone partway through the chapter so you can investigate the KJ Arts building, and find Murase.
When controlling the drone, just press in the Left Analog Stick to change view between third and first, just switch to first person and sit in this mode for a minute.
You'll also begin to unlock various modes/challenges for the drone beyond this point, so this isn't the only time you use it, it's just the earliest.