When I first visited a *.stackexchange site, it offered to log me in as a StackExchange (hereby shortened to SE) user. When I tried that (using my gmail account) it said that it could not find my account. So I went to SE.com proper and it offered to log me in from StackOverflow. "Great!", I thought. Except although now I'm logged in at SE.com, it won't let me log into any of the SE.com subdomains because it appears I don't actually have a SE account - just one linked from StackOverflow. Any thoughts? How can I log into, say, travel.stackexchange.com ?
It's... sort of complicated.
A stackexchange.com account is not the same thing as a Stack Exchange OpenID. You can only log in with the OpenID, the se.com account is just for using at se.com
To get a SE OpenID account, you need to register with SE OpenID.
Then, you should add the SE OpenID as an OpenID on any accounts you already have on SE, which you can do from your profile page. (You can just add it on one account, then click over to the accounts tab on your profile and click "Copy [site] Credentials to all Stack Exchange accounts", which is located at the bottom of that tab.
After all that, you can just click on that button on any SE site to be logged in.
Every stackexchange has its own account, which you can then link to other stackexchange sites accounts.
So travel.stackexchange.com has its own account system, as does gaming.stackexchange.com, etc. And you have to create an account in each of the ones you want to participate in. They are automatically associated if for instance, you use the same OpenID account.