I found the tutorial quests didn't tell me anything I needed to know at all.
The wiki, and the guide that eventually emerged in the alliance forum also skip the very basics for the absolute beginner.
From my experience, if you get the quest up but can't find where to assign your hero (as there are no arrows or instructions) it is below the big god pic in the top right *however* you won't see it if you have the spells list up, only with the troops list. Don't hang about either, as all the time you don't have her you are missing the resources bonus.
The hero you are asked to choose first is Andromeda. She is a Wisdom hero, which means that to level her up (the next quest) you need to choose the left option on island quests, with the blue coins. If you choose the red coins you can swap them at a loss, but it is an option.
If I cba to keep playing I will post up any other noob, learned-the-hard-way insights.