Well... I have found out the answer to why it didn't work. But, I don't understand why the why existed. Confused? Me too. Let me explain...
When I moved on to the next section (Sampled Color Pixel Selections), the Assistant rasterized the photo for me. Now all of the selection tools are working. However, the photo was a JPG. Maybe I am just grossly misinformed, but I understand a rasterized object to be one that is pixel-based. I thought that JPG files were already rasterized by the nature of the file format.
That being said, I know that in the future if I have this issue, I can manually rasterize the image and continue with no issues. I just want to understand the reasoning behind this issue.