How to land safely at the beginning of the game

1. Use a mod (for example Less Psychic Police or Less Vehicle Heat) to increase the threshold of police reaction
2. Run/fly away. Police are only aware of you within a certain range, so if you call in either an extraction (can't with heat, forgot about that), or a black market chopper and fly up really high, the heat will fade. Then just bail out/reingress and continue the fun.

Once you've generated enough chaos to unlock another "agency", "faction" or "stronghold" mission a new mission icon (grey star for agency, yellow/red/? for factions) should show up the map. You can start the mission by going to that location and activating the mission (usually by pressing the yellow "Y" button at a roadside kiosk looking thing).

The progress bar is used to show how much chaos you need to earn to unlock the next mission, but is only "active" if you've already played through all the open missions in that category.

Your bars aren't active b/c you've already earned enough chaos to unlock a bunch of missions in each category that you haven't played yet (you're map should have a bunch of stars on it). Once you play through all of the unlocked missions in a particular category it should activate again to show you how much more you need to unlock the next mission.