Descending back into Old Russia, you'll have to upgrade your ship with a Warp Drive, if you're ever to explore the cosmos. To do that, you'll have to return to where you recently escaped from - The Cosomodrome.
Follow the waypoint to the wrecked ship, and explore if you want. You can always revisit these areas in Explore mode or during other Story Missions located in the Cosmodrome. There are also loot chests to be found - most of them hidden from view - as well as Dead Ghosts, and even Golden Loot Chests.
Defeat the Fallen around the ship and have your Ghost inspect it for clues. You'll find that the last transmission mentions an information hub in the tunnels below, which is your next objective.
Ghost 05: Turning around from the crashed ship, look for a small shed at the top of a hill (not the one swarming with Fallen) and look inside for a Ghost near wall lying on the floor.
Enter the large shed swarming with Fallen and clear them out before heading downstairs.
While there is another way inside via a similar shed further down the Steppes, it is not recommended due to the presence of high level enemies guarding the darkened basement.
Once below the surface, clear the rooms until you find a large map inscribed on a wall, and have your Ghost scan it. This is the same map that appears when selecting a mission, showing all the locations in Old Russia that you'll be journeying to. Your Ghost will remark that the only place to find a Warp Drive is back in the same area where you narrowly escaped with your ship.
"Head back towards where you started in the Steppes, towards a large installation with stairs leading up the side. Clear out the Fallen if you want some XP, and head inside.
Once you go down the stairs you'll be in the Darkness Zone. This acts like a private instance for you and your Fire-team, making you go it alone without the help of a random passerby. If you die, you also won't be able to respawn immediately, only with the help of someone in your Fire-team.
Gold Chest 01: You can find a special Gold Loot Chest while heading inside, it's hard to miss and these one time chests appear in the same spot for every player.
Look to your left as you enter the installation to find it sitting on the table. Collect all 5 in the Cosmodrome to get a reward!
As you return to the room where you found your ship, the Fallen will already be waiting for you. Start taking them out smartly with the use of cover before he shows up. He is Riksis, Devil Archon, and he'll be your boss for this mission. He's tougher than anything you've fought previously, including the last mission's boss. His large stature makes for a wide target, so throw everything you can at him - grenades, special weapons, and everything else.
Try not to get close to him, as he does pack a wallop! Riksis will also summon in help to keep you from getting comfortable, so watch for flanking from his minions. Keep peppering him with ammo until he finally drops, then wipe out any of his friends who are still alive. With warp drive in hand, the mission will end.