Just somethings to note: 1. Wayne uses right click select. So some things are different. 2. You have to have the armature selected then shift+select the mesh before you enter into weight paint mode. They may have changed it, but I believe it’s Ctrl+left click to select the bone as long as you have the Armature and mesh selected when you entered weight paint mode.
***Edit***
I just looked it up. It was changed in 4.0. Officially it’s Ctrl+shift+Left Mouse button, but alt+LMB works.