Getting started: Circle->RTL

I have ubuntu and mac and I have problems with setup. Do I need windows to get mission planner?
I use APM planner on both and I tried QGroundPlanner on Ubuntu

I set all Flight Modes to FBWA

After initialize it shows CIRCLE and then RTL.
Also I often get red box on the right even when initilize is shown.

I feek like I miss somethings.

Please, advice

I put pwm signal from rc to pin8 and it fixed it.