If you want your player to be a player and also be able to move like an NPC or agent for getting to places like sitting, walking, etc.. Ensure both isPlayer and isNPC are checked within the iMove component.
If you only want your "player" object to be an NPC, the only check isNPC:
Step 3 (Bake the NavMesh)
Attach a NavMesh Surface to your terrain and click "Bake".
To see whether or not your NavMesh is baked, turn on Gizmos in the scene view. You should see a blue surface covering your terrain.