Whenever I'm starting a game with someone who has not played before, they always ask: "Why am I on this Space Hulk? What's my purpose?" Instead of feebly answering: "To kill some aliens." I wait until the location cards are dealt, then I show them the '4' card, saying: "This is your mission. You have to fight your way to this room, and do [whatever the final mission on the 4 card is].
It doesn't really change the game balance, but it does give the game more focus for the player- they feel like they are 'going' somewhere to do something specific. It gives the game structure and meaning. I recommend it as a harmless house rule.
Thoughts?