"To get into Looper you need to either load a Looper preset, or turn the Encoder until the Looper led is lit."

You are correct that you have to be in "play" mode before you can record a loop, but you also have to be in the looper – this is a specific effect that must be selected – it is not always there.

So, follow the instructions in the quoted line above. When you are in the Looper, the led beside "Looper" on the left of the display will be lit. Only when this is true can you start a recording.