I had the same problem with my standard def TV. The best thing to do is press "b" to look at the map and it will also list the current objectives.
It gets pretty bad in the Single Missions too. There is no voiceover at all so sometimes the D-pad image would come up for me to vote "yes" or "no" on a secondary mission or objective and I wouldn't know why. Again, though. I would just rely on the map screen.
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