I've added the first of 3 Shenmue early build videos to my site (Movie Vault - Dreamcast - Shenmue). This video shows loads of footage not found in the final game.
In the below shot you can see Ryo sitting under a Sakura Tree.
We never see Shenfa (SP?) on her own with the goat in this context. This is in fact the same scene shown in the Saturn build of the game. The scene was removed / changed in the final released.
In the final game Shenfa is with Ryo after he rescues the goat from the river. Here, however she's on her own looking in to the distance.
Notice that Ryo doesn't have a plaster on his face in this shot? He does in the final game. (And yes, this is the correct side of his face where the plaster should be)
The floor textures in the park are nothing like they are in the final game.