When you are creating your new app, are you creating it on the Home.mendix.com portal by using the 'Create a new app' green button in the top left corner? Perhaps if you simply opened up the modeler directly and then created a project using the File -> New Project menu item it would let you start working on your new project directly.
Perhaps there is a permissions issue with the install of the modeler or the version selector that should appear when you hit 'edit in modeler,' but if you can't figure that out at least you can start developing in the Modeler.
Could there be a version difference? Is there any hint about which version of the modeler is needed? From where do you click the Edit in modeler?
Regards and welcome to the forum,