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 whip 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 from happening.
You then exit on to the bridge in which the SHIELD access point will act as your save point and a place to reorganize your team. It is advisable to save so you won't lose track whenever your team dies during the mission.
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 energy 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.
X marks the spot
After the first puzzle, you go to places that are marked with an "X" to simply destroy the consoles while taking down the Ultrons. After taking down the second console, you have five 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 Elektra, the dialogue is quite different than any other superhero he talks to. 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 before time runs out.
Nick Fury will now tell you to go down to the barracks to continue on the mission.
Take note: you need to choose them from the SHIELD Access save point to be able to change superheroes in your team so you can recreate the unique dialogue you can hear if you choose Elektra.
Free the barracks
When you reach the barracks, one of the SHIELD agents will explain that they're trapped in their own rooms and need someone to unlock them. So you go to the console near the entrance to unlock it. The laser is not dangerous when you go through it, as opposed to jumping over it. Widow's laptop is on the path near the access point, so pick it up as it will be used in a side-mission. If you want a unique dialogue, choose Deadpool and he'll jack it up. If you chose Deadpool in your team from the SHIELD Access Save Point, you'll get to hear that dialogue.
After you unlock the rooms for the SHIELD agents, you should continue on taking down Ultrons and Doombots. You'll encounter a duo of villains: Winter Soldier and Radioactive Man. Only Winter Soldier is a familiar rival to Captain America and Radioactive Man is a rival of Thor. You start the usual battles, but about halfway through 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 to another platform. When you reach the end of the platform, 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 on many more enemies until you get to the final huge boss at the end. He will tell you that a large creature is trying to destroy the primary engines.
Fin Fang Foom is a large dragon that breathes fire at the end of the platform and will be accompanied by other enemies, although at random times, and that's how you restore your health and magic. To defeat the dragon you have to follow his pattern. Fin Fang Foom will fly off then go 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, and Nick Fury will confirm that your mission is over. Finish the remaining enemies before you leave this area.