Mephisto is playing Putin right now, he got bored with what he owns and wanted more.. you know what they they say about idle hands. He took his army of demons, devils, and tormented souls of killers/rapists/etc and invaded a hell of another universe: The DC Universe. And it was a short lived fight, and with now two Hell's under his command he decided to invade the surface world. Both Marvel Earth and DC Earth are under attack, and both Dr. Fate and Dr. Strange came up with a last ditch plan. While majority of the heroes are defending their world, the Dr's put together a small team drafted from each of their to go into hell (on what may be just suicide mission) to fight Mephisto on his own turf.
Leader - Wonder Woman. She has visited and fought in the underworld before, leading a team into another is the next logical step.
Fighting Skills - If you are going into hell, you need someone who can fight. One of the best warriors out there who have fought mystical hellish creatures is Thor.