Within growing pervasive information systems, Systems of Systems (SoS) emerge as a new research frontier. A SoS is formed by a set of constituent systems that live on their own with well-established functionalities and requirements, and, in certain circumstances, they must collaborate to achieve a common mission. In this scenario, security is one crucial property that needs to be considered since the early stages of SoS lifecycle. Unfortunately, SoS security cannot be guaranteed by addressing the security of each constituent system separately. The aim of this paper is to discuss the challenges faced in addressing the security of SoS and to propose some research ideas centered around the notion of a mission to be carried out by the SoS.