So I have been doing some bug testing with this mod and I think I have narrowed down the issue I was having:

The way this mod works is by assigning you to your capital legion which, in normal play, will always be listed first because the legion tab is ordered by when a region was first conquered.

If you move your capital to a new region, you can still use it, but it requires that you not have any legion in any region which comes before your capital. If a legion exists (even with no units) above your capital region, it will just say "create a legion first."

You can reset this if you completely release a region as vassals, then annex (incredibly tedious unless you use the console), but it is an option.

I don't know if this mod is still being worked on and I lack the skill to fix it, but I figured I'd say this for the benefit of anyone having issues.