You should be seeing session stats for Hero by default.
Please restart PT4 using the Logging Enabled link on your Start Menu and reproduce this problem. Then please send us the PokerTracker4.log file via a
support ticket so that we can investigate this further for you. You can find this file by clicking File -> Open User Data Folder in the main PT4 window. The file we need is the text file called PokerTracker that's in the folder that appears.
Once we have it we'll be better able to figure out what is going on here for you.