I'm just starting out, and I find that in the diner, when I use the jukebox, the game displays a mouse and indicates I should press the left mouse button, I do and my character hits the jukebox, but to no effect. Similarly at the cabin, I cannot unlock the door. What's going on?

If I remember correctly, you should click many times as fast as you can. There should be progress bar shown that will keep depleting itself if you don't click fast enough.