Playing through Missions in Phantasy Star Universe is fairly similiar to playing through any scenes in Phantasy Star Online... well actually, no it's not!
When you start a mission, you'll notice the difference pretty quickly!
Mission Start


One of the biggest changes to the way they work is that you can now approach Crystals which work as teleporters to other areas in Missions. When you select a crystal, it'll glow, and a menu will appear that gives you the option of transporting yourself to another area where a crystal is situated that you've also activated.
What's this used for? Well it's a good way of getting yourselves back to the shops should you be running quickly out of health or should you wish to look for weapon upgrades, etc. mid-mission!
Another change to the way missions work is that enemies can now walk through different zones in a mission. You can't run back into the previous room to get away from those evil grizzly's anymore, they'll follow you!
Each Mission will more than likely contain several areas, now seperated by a short loading screen between the area you were last in and the area you're now being sent to.
Lobby
Finally, when you've completed a Mission, one member of the playing party must run through the final clearing door to end the game. After the game has ended, all players will be transported to a Lobby where an Item shop is available for those in urgent need of their shopping fix! It also includes a teleporter should you wish to go back to the mission's earlier zones and a Photon recharger for your weapons' PP. When you leave the lobby, you'll be sent back to the Mission Select screen where you can choose to play on through another follow-up Mission, or choose to go back to the main Lobby.
Report
Also at the end of Missions, particularly if you've just defeated a giant boss, you may have an 'End-of-Mission Report' which will give you extra points and maybe weapon/statistic boosts. The report is available when an icon appears next to your Character Information bars in the bottom left hand corner of the screen.