Here's How To Get Prey's Secret Ending
Prey has a number of endings that depend on how you interact with the people you come across on Talos-1. Those endings all occur in the finale of the game. However, it's also got a secret ending you can get early on. If you want to know how to do it (and see it) and don't mind SPOILERS, read below.
Once you reach Psychtronics, you'll be contacted by an AI named December, who wants to help you escape Talos-1. This opens up a side mission called 'Who Is December?' Do this mission all the way until the end, where you end up at Alex's estate in the arboretum. Across from the top level of Alex's house is an escape pod. The problem is that the bridge you need to get to isn't up, so there's a lot of empty air between you and your bid for freedom. Alex's (hackable) computer has the bridge extending program you need but there's also an easier way to get across: by building a bridge yourself on the railings with the Gloo Cannon.
You can watch me do it here if you want to see how it's done (and the ending):