Mission 1: The Taino Assassin
You'll find Opia in Cayman Sound. (327,334) Opia will challenge you to a hunting contest. You have to hunt as many lutias as you can. Head to the marked locations and use your Eagle Vision to locate the small rodents. Kill and skin them to count to your credit. After skinning at least three, a white jaguar will appear. Kill it successfully and skin it to finish the mission.
To start the second part of the mission, visit Grand Cayman which is to the island's immediate east. (397,324)
Mission 2: Templar Ships
You'll find Opia in the dock of Grand Cayman. Follow Opia until you get your mission update. Head to the marked location in the village and find Alvin. Get near and eavesdrop the conversation. After the short conversation, follow Alvin and steal the letter to complete the mission.
Mission 3: Right-Hand Man
Talk to the Opia and follow her again. Once you've reached Vargas' house, hide and a cutscene will take place. Chase down Vargas until he boards the docked enemy ship. Reach the Jackdaw's wheel and chase down the ship. Incapacitate it and kill Vargas on board.
Mission 4: The Trail of Lucia Marquez
Sail to Pinos Isle (335,469) to the northwest and find Opia at the beach. After the scene, tag the nearby soldier and tail him. Use the several stalking areas to keep your eyes on him as he heads back to the temple area. You now have to eliminate the guards to draw Lucia Marquez out.
Use the scattered gunpowder kegs to quickly defeat them. After clearing out the first wave, more guards will arrive. Take them out as well and Lucia will appear. Chase after her and kill her. The mission will be complete.