OK, I am a noob myself, or at least generally oblivious, so if I sound like an idiot (It's true actually) please forgive me.
If you open the local map there should be a green single arrow, as opposed to the double arrow for the taxi. If you hover over that arrow it should bring up all of the mission objectives that are in that direction and if you click on the arrow it will open up the map that it is pointing to. If you keep going from map to map you should be able to find the objective point.
I had this problem too and found that the turn in point was in a building that I hadn't been in yet but when I clicked on the arrow it opened a floor plan of the building showing the drop box I was looking for.
Hope this is helpful. (Or at least assures you that there is someone far more clueless than yourself out there.)