After the intro cutscene, you start out with your default group: Captain America, Thor, Spiderman and Wolverine. Starting on the outset of the dying battleship, you have to take down lots of Ultrons and go through many doors until you reach your first villain: Scorpion.
Even with the Ultrons to help the villain, he's not much or a threat. All he does is he whips his tails in melee and range attacks but he's outnumbered by your team.
When you finish battling Scorpion, you go up to the command deck to meet Nick Fury. He's the man with the blue and white outfit and an eyepatch. He explains that the missile is about to launch and he orders your team to stop it happening.
You then exit on to the bridge in which the SHIELD access point will act as your save point and a place to re-organize your team. It is advisable to save so you won't lose track whenever your team dies during the mission. Widow's laptop is on the path near the access point so pick it up as it will play a side-mission to this game.
You'll encounter a first simple puzzle but you need to clear this room after the cutscene showing the Ultrons blocking your access to the missile area and destroying the evergy source. You move the broken compartment and destroy the boxes on the top left on the bottom floor to replace the new one, then go back to the console to unlock the screen.
After the first puzzle, you go to places that are marked with an "X" that's simply destroying the console while taking down the Ultrons. After taking down the second console, you have 5 minutes to stop the missile from reaching its destination. Also you have a second villain to encounter: Bullseye.
Bullseye is essentially Daredevil's and Elektra's main rivals. So if you choose those two, the dialogue is quite different than any other superhero he's talked to. Well he's slightly tougher than Scorpion in terms of health and defence. But you need his access key to the console. So quickly finish him off and get to the console so the missile can self destruct.
Nick Fury will now tell you that a large beast is destroying somewhere on the battleship. Also he has reported that the villains is going to sabotage the engines. So go down to the barracks to continue on the mission.
When you reach the barracks, one of the SHIELD agents will explain that they're trapped in there own rooms and need someone to unlock it. So you go to the console near the entrance to unlock it. The laser is not dangerous when you go through it as oppose to jumping over it.
After you unlock the rooms for the SHIELD agents, you should continue on taking down Ultrons and Doombots. You'll encounter a duo of villians: Winter Soldier and Radioactive Man. Only Winter Soldier is a familiar rival to Captain America. You start the usual battles but about halfway from the match Dr Doom interrupts the match allowing your team to follow them. On the way, you'll deal with more Ultrons and Doombots and a place where you need to double jump on to another platform. When you reach the end of the playform, you'll have a second and final fight with Winter Soldier and Radioactive Man.
Nick Fury after hearing that your team defeated the two will activate the elevator for the final battle. So go through the final areas taking much more enemies until you get to the final huge boss at the end.
Fin Fang Foom is a large dragon that breathes fire at the end of the platform and will be accompanied by his enemies although at random times, that's how you restore your health and magic. To defeat the dragon you have to follow this pattern. Fin Fang Foom will fly off than goes back to breathe fire on your team. So go on the rail machine gun in its direction, to stop it in its tracks and you'll automatically jump out of the rail gun as the dragon drops on you. From that moment, use this opportunity to give more melee and superpower attacks on it. Keep following that pattern until Fin Fang Foom's health is depleted with Nick Fury confirmed that your mission is over. Finish the remaining enemies before you leave this area.