Important:
Just in case, have you actually been into town, to Uncle Andrio's pizza place and actually initialised the mission first? I'm not sure if it's a bug or just some wierdness in the way the interface presents missions. In most cases, you find mission parts and the mission start is usually one of the start or end locations. For some bizarre reason (maybe a bug) for me the mission start was at the pizza place. Until then I could see all the parts and locations but not actually do anything. As soon as I started the mission and started tracking, it worked like a dream. (sorry for night shot. just caught it when I was there)