I’ve been trying to reach Maguuma too, so I investigated both the Official Wiki and this forum, but the information I found out hasn’t been as useful as it could. It’s quite difficult to get there using those descriptions and I miss some images. Anyway, there’s a little detail I’ve just discovered: as you guessed, the game itself shows you the way to Maguuma, but it completely forgets to teach you how to activate the Heart of Thorns story. Just go to your Hero Menu, click on the Story Journal tag and select Heart of Thorns. There’s a ‘start’ button there.
Please, take a look here: “https://www.reddit.com/r/Guildwars2/comments/49ad48/heart_of_thorns_where_do_i_start/”