Weirdly, and unlike M1, Magento 2 does not show the main navigation menu by default. You need to create some categories and subcategories to act as placeholders while you are theming, *and* assign them to the store view, to make the main navigation show up.
Creating the categories is simple, just go Catalog > Categories
Adding them to the store view is the part that tripped me up. Go Stores > All Stores
…. and click on a store but *not* a website or store view. Only stores have give you the option to set a root category.
Clear cache and the navigation should show up now.