I installed the plugin on network and turned it on on all sites, went through the tour. I added the mail in the first box that appeared and yet it shows:
"You have not set an administrator email address to receive alerts for Wordfence. Please click here to go to the Wordfence Options Page and set an email address where you will receive security alerts from this site."
When I click on Options Page link it redirects me to site with "You are not authorized to open that site". I installed the whole site and am the admin so how could I have not enough access to it?