Lol
I had the same problem briefly, when I chose to do more training before starting the mission.
Then I realised that I had to go outside, turn right and walk past the guy guarding the stairs, get up close to the low barrier beside the crate, and press the "V" key to go over the low barrier (i.e. obstacle course) and head to the training area of the ship.
Might be something to consider trying if you selected to do more training after the initial mission briefing.
Oh yeah, and the other thing I had to do to get into the real mission was to talk to the guy with the aviator sunglasses next to the chopper on the deck...
Again, it may be obvious or something you've already tried, but sometimes the obvious isn't so obvious. :)