The artwork showcases a Delsin (to be precise we dont even know if he already had a name at that stage of early development) displaying his Native American heritage with long raven hair and bandana instead of the beanie that made it into the final game. The urban look was already present, shown by the layered clothes and the headphones.
One of the reasons for the change is probably the fact thatproperly rendering and animating long hair is one of the worst nightmares for game developers, and most simply avoid it altogether.
http://www.dualshockers.com/2014/03...-looked-like-when-he-didnt-have-a-beanie-yet/