I just got my hero's first level up but closed out of the screen before I could assign points. I then quit for the night and came back to play a more turns later and forgot to go back and assign level up points. It's now impossible to get back to the level up screen and assign points (I tried double clicking on the level up event but it doesn't work and says it only works on the turn of the level up). Am I just screwed? Did my hero just move on without getting any points assigned?

Yeah, also you'll need to skip assigning points sometime if you wanna get the more costly skills.