I didn't write down the error message before I solved the issue, but it's something like:
0 - Experience booking needs Custom Field plugin to be installed
Experience and Custom Field plugins were both installed at this point, and both enabled.
I think the problem occurred because I tried to install Experience before installing Custom Field. So, although I then installed Custom Field first (as per the warning message in the install process), I could not do anything after that - it was not possible to click on the initial menu item I created.
The problem appears to be that trying to install Experience first causes an issue which is not resolved once the Custom Field plugin is installed.
I solved it by uninstalling all experience plugins and the Custom Field plugin, and reinstalling them.
It's not a big issue, if you know how to resolve it, but I'm sure many people try to install experience first without realising Custom Field is needed before that.