After creating hyperlink I have to 'ctrl+click to follow link'

[Spider8816]

Hi, I have Windows 11 and the latest MS Word version.
I've written an ebook (first time) and on the 'table of contents' I've linked all the chapters with the 'heading 1' in styles, and they've appeared one by one in the Navigation Panel as I've done so. But when I click on each chapter nothing happens – except a little bar comes up, prompting me to hold 'ctrl + click to follow link' when, according to helpful videos on YouTube, I should just have to click on the links.
What have I done wrong? What can I do? Thanks if you can help.