Michael Zegen as Alberto Falcone and Colin Farrell as Oz Cobb in "The Penguin."Macall Polay/HBO"The Penguin" sees Oz Cobb (Colin Farrell) work his way through Gotham's criminal underbelly.Michael Zegen told BI that he shot his shocking scene on the "first day" the series started filming.The star plays Alberto Falcone, the heir to the Falcone crime family.Warning: Major spoilers ahead for "The Penguin" episode one, "After Hours."Actor Michael Zegen said that he shot his shocking scene in the premiere on the "first day" that "The Penguin" TV series started filming.Zegen plays Alberto Falcone, the heir to the Falcone crime family, and he finds himself on the wrong side of Oz Cobb (Colin Farrell) in the opening moments of the first episode, which aired Thursday.The series revolves around Cobb in the aftermath of the 2022 movie "The Batman," where the assassination of Carmine Falcone (played by John Turturro in the film and Mark Strong in the show's flashbacks) has opened up a power vacuum in the criminal underworld.Cobb sets out to take control of the empire for himself, and he gets started by impulsively shooting Alberto dead when the young mobster insults him during a drug-induced tirade.The violent introduction makes it clear that Farrell's character isn't afraid to do whatever it takes to climb to the top.Michael Zegen knew Alberto Falcone was going to die when he joined "The Penguin"Michael Zegen as Alberto Falcone in "The Penguin."HBOWhen speaking to Business Insider on the red carpet at "The Penguin" premiere in New York City on Tuesday, Zegen explained that he knew what was going to happen to Falcone when he joined the project."I was aware of his fate.