Thanks for the feedback. Polishing up that first fifteen minutes of play is always a hard thing to do. (Lots of AAA games get overly hand-holdy about this, so you'll see people online railing against tutorialization for instance.)
Your heroes are always supposed to decide what to do on their own - perhaps that needs to be made clearer. I did add in a quick update to fix the first part of the problem: you can get rid of the sidebar just by clicking somewhere else now.