As soon as you jump off the plane, deploy it when prompted and steer it to the marked location. When you're near the ground, deploy the parachute to safely land. Head to the marker to find some pirates and a truck. Sneak behind them to kill them stealthily or just make some noise and eliminate them.
Enter the Crazy **** bar and approach the bartender. Talk to the nearby privateer then head to the basement to play the secret poker game. After the game, Sam will leave. Follow him outside to complete the mission. New weapons and maps will become available in the store so check them out if you want. You can now also freely explore the area. Start off by activating the nearest radio tower in your mini-map.