At the last mission, you reached the end of the blue central area. Now, you are contemplating the water on the edge of a cliff.
You have to make a way to reach the water.
The best thing to do is to dig a descending staircase in the cliff in order to reach one of the islands. Then manage some way to get very close to the water surface.
In any case you fall in the water, don't worry, as your space suit is equiped with oxygen extractor system, you won't drown when underwater. But it may be difficult to get out without the right procedure. The easiest way to get out of water is to use some cubes in your inventory to make some staircase. If you have a cube to climb on, it's easy to get out of water.
Once close to the water and you made a clean way from the blue area to the water, your mission is over, go to the next.