Running on Windows 10, Direct Play activated. Tutorial works fine. Campaign map directs me to click on a region adjacent to my territory. The red borders are everywhere, but I can't find anything to click. Not sure if I'm overlooking something or if it's an error.

You should be able to click on a region and it will either give you more information about it or if it's adjacent to your territory put a sword over it at which point you can click the thumbs up in the bottom left to start the mission. The regions you can attack should have a sparkle effect over them which will be next to one of the towers at the start, depending on the race of your hero. If your mouse is over a region you can't attack your cursor will have a book next to it I think.