Mission 2 of Destroy All Humans is very short and easy. It essentially is there to merely serve as an extended tutorial by introducing the Holo-Bob, a disguise based power that will become very important throughout your time playing the campaign.
There is only one optional objective in this mission, but while it is simple to do, you can easily miss it if you are not paying attention.
Shortly after getting your first Holo-Bob, you will reach the fair. You will be given the order to scan the minds of various humans. Simply all you are supposed to do here is scan Miss Rockwell. You can find her in the giant tent, in which the entrance will be on the other side of the fair when you enter. Walk into the tent with your Holo-Bob active (scanning human brains will refresh the timer on it) and scan the woman in the red swimsuit. Once her thoughts finish talking, you will go into a quick cut-scene with Orthopox, where he tells you he wants you to bring her back to the saucer.
When you get back in the game, you can brainwash her into following you to the saucer. You will also notice the optional objective to escort her there as the mayor is active. Before brainwashing her, walk out of the tent and look to your left, where you will find the mayor giving a speech on a stage. You need to make a Holo-Bob of him, but doing so out in the open will alert everyone of your presence. Walk around the back of the stage and start taking a new Holo-Bob of him. When you take his image, the mayor will go transparent, which does not alert the crowd. Walk back to the tent and brainwash Miss Rockwell now.
Now Miss Rockwell will follow you wherever you walk. All you need to do is simply escort her out of the fair and towards your saucer. If you walk too far ahead of her, she will stand still until you return for her, so be sure to walk slowly enough that she stays close. If your Holo-Bob starts getting close to expiring, simply scan her or anyone else’s brain again, and it will refresh. Take the easy walk to the saucer, and you will complete the objective and immediately will have the chance to destroy the fair before finishing the mission.