The first discoveries of Interstellar Objects (ISOs), small bodies moving through our Solar System on high-speed hyperbolic orbits, occurred in 2017 and 2019, decades after ISOs were predicted. The scientific value of ISOs is high, as they represent samples, most likely planetesimals, from other solar systems. A significant increase in the rate of ISO discoveries is expected in the 2020s and in the 2030s owing to the advent of several new groundbased observing capabilities. Here we investigate how a feasible space mission to reconnoiter an ISO can be implemented, the scientific objectives and necessary payload for such a mission, review some unique mission design aspects, and preliminary spacecraft and payload considerations, all in support of a possible proposal to conduct such a mission in the 2030s.