You will land in the Hellmouth. Summon up your Sparrow and head for the entrance into the reaches of the Hellmouth. Fight your way through the Acolytes just outside and then the Knights just inside the entrance. You can just run by them if you want to rush into the thick of the mission.
Head down into the Gatehouse inside the Hellmouth. Get to the cavern. There you will be going against a number of at level Acolytes. Plow through them with brutal vengeance. Headshots are your friend, as is melee attacking.
Get through to the far end of the room and start down the stairs carefully. As you get to the doorway, you will have a group of Thralls rush you. Deal with them and head through the doorway on the right.
There are more Acolytes to deal with. Just clear out the ones by the door or run by them. You have a few Thralls waiting in this corridor. Slash your way through them and keep going deeper into the Hellmouth. The next room has a number of Acolytes and some Knights to deal with. Fight through them then head through the room and down the next dark corridor. This will lead you into the Circle of Bones.
When you make it into the corridors of the Circle of Bones turn to the right. Reload and get ready for more fight when you cross through the first archway. You will encounter a number of Acolytes both by the archway and through it. There is at least one Knight as well to worry about. Keep more toward the archway and quickly take out the Acolytes who are nearby. This gives you a safe place to start working on the rest of the corridor. When you have an opening just run for the first door after that stairs. Go on through it and follow the corridor along to the right. This will take you to the World's Grave.