Nothing happens when I import my terrain?

Do you have a directional light source in your scene that would show the terrain height variance? Sometimes it seems flat until a light is added. When you say 'open the terrain in Unity' do you mean add it to your scene?

Well I'm not much for watching vids tuts. As a general comment, go back and check that whatever's being done in that vid was done properly in your run-through; good luck.

Getyour, I found it. It was floating in the sky and it was all white for some reason.

I got it on the ground now, but there's no texture to it, it's just completely grey. I imported it from World $$anonymous$$achine, so there aren't any materials I could apply.