Characters: The Thing, Captain America
As always - to start next mission, you must jump from the S.H.I.E.L.D. Helicarrier and go to the destination point. Follow the trace showed on the minimap and depicted by the blue arrow, and you won't get lost. When you've reached to the jet, use it with Captain America.
Remember that you can collect some character tokens and complete multiple side quests during your trip.