Metal Gear Solid 3: Snake Eater/Virtuous Mission

Objectives aren't actually given in the game (there's no mission objectives screen, anyway), but they are included to make your life easier.

Dremuchij South
Welcome to the jungle! First, you've got to retrieve your backpack, which you lost during your HALO jump. Go east and up the slope. Jump down the cliff. Climb the tree with, walk out onto the branch, and press near the backpack to drop down and grab it. Once you've got it, Major Tom will call and explain how to equip weapons and items, hunt for food, and use the "fake death" pill. He'll also introduce you to your support team. Para-Medic will provide you with information on local flora and fauna, your health, and medicine. Her normal radio frequency is 145.73, and the frequency she uses to save your game is 140.96. You'll also be contacted by The Boss, a legendary war hero, and your old mentor. She will explain combat and survival techniques. Her frequency is 141.80.
 * Objective: Retrieve your backpack

Feel free to practice the controls and such here. You can also look around for food - there should be a Reticulated Python or two around here. The Reticulated Python's stamina recovery is one of the highest in the game, so make sure you leave here with at least one in storage. Tranquilise it with the Mk22, or kill it with the Knife (change equipment with ) - it makes little difference when you're eating it, though tranquilised animals won't decay when you aren't playing. Once you're done, go north to the next area.
 * Objective: Locate Sokolov

Dremuchij Swampland
Head north into the main area of the swamp. Here, go around the east. Silence the Indian Gavials with your tranquiliser before you get too close, or they'll attack. Even when they're asleep, it's not a good idea to get up close and personal with them, since they're very light sleepers, and will probably wake up and attack if you're too close. Roll (press while moving) to cross over to the small island in the centre (there are some tranquiliser bullets here if you need them), and then roll north off it to the next area.

Dremuchij North
When you enter, you'll see two KGB soldiers on patrol. The Major and The Boss will call and again emphasise the importance of stealth. The Boss will also explain the camouflage system. Choose the Camouflage menu on (on the top-right), and pick the face paint and uniform that gives you the highest Camo Index (right now, it's probably the Woodland face paint and Leaf uniform). Look to the east of your starting position for an SVD sniper rifle. Equip this by choosing Backpack on, and then selecting Weapon. Hold down one of the empty locations, and choose the SVD to place it on your person. You can now equip it by holding and choosing the SVD. If you'd prefer, though, you can continue using the Mk22 tranquiliser, and take out the enemies non-lethally.

Return to the main area to the west. One of the enemies has probably reached here by now - to avoid detection, lie down by holding, and kill or tranquilise him before he finds you. Pick up his body by standing over him, and pressing. Move him into the grass nearby, where other enemies are unlikely to find him and become suspicious. Continue north, and take out the enemy soldier. It's best to tranquilise this one, and any others you find around here - if you use the SVD, other enemies will probably hear the gunfire and come to investigate. Dispatch any enemies in your way, and look in a log to the northeast for a pair of Thermal Goggles. Go north to the next area.

Dolinovodno
When you enter, Snake will spot an enemy soldier, and a hornets' nest just above. Shoot down the nest to remove the soldiers patrolling the bridge area. When they're gone, drop down, pick up the Ointment and nest left behind, and cross the bridge. When you're across, lie down and wait for the Caution Phase to end, if it hasn't yet. When you're in the clear, head north and left down the slope. Climb across the ledge to the alcove, and grab the XM16E1 assault rifle, tranquiliser bullets, and Pentazemin (which steadies your aim with the SVD). Climb back out and continue north.

Rassvet
You're now at the abandoned factory where Sokolov is being held. Sokolov is in a room in the northeast. The Major will warn you not to approach him in the Alert Phase. Look in the southwest of the building to get an M37 shotgun, which can kill in one hit if your aim is accurate enough. Tranquilise or kill any guards that are in your way, and head for Sokolov's room. Inside, some cutscenes will play, during which you have your first encounter with Ocelot and the Ocelot unit of the Spetsnaz GRU.
 * Objective: Rescue Sokolov

Stand next to Ocelot and press twice. He will drop a Mousetrap. Under no circumstances should you kill him - due to his presence in chronologically later Metal Gear games, this would result in a Time Paradox and a Game Over. Return to Dolinovodno and watch the cutscene that follows. When it ends, you'll find yourself at a riverbank with crippling injuries.
 * Objective: Extract Sokolov

Para-Medic will call and explain the Cure function. Open the Survival Viewer with, and choose Cure. Use to select injuries, and then apply the appropriate treatment. Broken bones require splints and bandages, and cuts require disinfectant, styptics, bandages, and sutures. When all your injuries have been treated, the recovery balloon will be sent in to rescue you. Save your game when prompted.
 * Objective: Save yourself with emergency surgery