After all this time, I still don't know how to select a mission, or what missions are
I am of the impression that the mission is defined by having the pin ball hit the places where the blue arrow points within a set amount of time.
It's a bit of a shame that Microsoft only licensed Space Cadet Pinball from Cinematronics for Windows 95 and XP [0].
[0] https://devblogs.microsoft.com/oldnewthing/20181221-00/?p=10...
Do you see the flashing arrow? You have to hit one of those tiles, and then launch the ball up the ramp.
There's a set of lights in the lower left-hand edge and on the very upper right-hand edge. When it's time to select a mission look for the yellow arrow near those lights. Hitting the lights lets you select a mission. Sending the ball up the ramp confirms the mission. I don't quite remember what the missions were - typically "hit some combination of things" - but they were worth a lot of extra points and/or an extra ball.