You start out in outer space. If you want to get the Danger Close Trophy, now is an excellent time to do so. You'll need to kill 15 enemies with the zero G grappling hook. An L1 prompt will appear when you're aligned correctly (direcly in front of an enemy). Before you board the ship, simply restart from the last checkpoint until you've got the trophy.
Inside the ship, collect the CO from the dead body. This is Cpt. Bradley Fillion, one of the members on the Most Wanted list. Go down the elevator, through the dark hall and keep checking the right side for an armory door. Enter through to collect the Type-2 Weapon here (randomly spawns), as well as an equipment upgrade.
Go through the door at the end of the hall, kill the three enemies and proceed through the next door. You only have a few minutes left to exit the ship, so quickly take out as many enemies as possible on this walkway and head for the decompression switch at the end. Hop in the spaceship to conclude the mission.