Here we go, some proper starfighters at last, as Ace needs to prove himself to Alliance High Command. So to start with, this mission puts you in a Y-Wing for some target practice against progressively more difficult opponents. The first couple of zones aren't too tough, but the convoy attack...
Make sure to return to the Defiance to re-arm before that third jump point. While running the mission in the simulator later will allow you to come back with a better fighter choice (might I suggest a B-Wing?) your Y-Wing can barely outrun the Assault Shuttles guarding the convoy, and those same shuttles will absolutely tear you up if you get in range.
Your best chance is to try and avoid them as much as possible, torpedo as many containers in the convoy as possible, finish a few more with guns, then bug out the moment you reach 25% destroyed.
Star Wars: X-Wing Alliance - Joining the Rebellion, Mission #1