It sounds like you need at least annotations with at least one other classification.
You can use the special 'Ignore' classification for background/artifacts that you don't want to measure, and whatever other class you like for tissue (except 'region' which is also special...).
More documentation on the pixel classifier to come soon...ish. However I'd suggest it's worth experimenting with annotating using the polyline tool rather than the wand, since this will give fewer samples. In some cases I find the polyline tool helps me train a better classifier, faster - but in other cases I find the brush or wand to be more effective. Either way, the pie chart should help give a visual guide to how many training samples there are for each class.