I have a WordPress 4.2.1 site with CiviCRM 4.6.2, this is a fresh install. I have one event with registration and the default registration page:

?page=CiviCRM&q=civicrm/event/register&reset=1&id=1

shows no registration fields. If I visit

aaaaa/?page=CiviCRM&q=civicrm/event/register&reset=1&id=1

then I see the registration fields or if I visit

event/?page=CiviCRM&q=civicrm/event/register&reset=1&id=1

or

bbbbb/?page=CiviCRM&q=civicrm/event/register&reset=1&id=1

where aaaaa and bbbbb are indeed valid slugs on my site. If I visit

ccccc/?page=CiviCRM&q=civicrm/event/register&reset=1&id=1

where ccccc is not a slug, then I get a 404 Error page.

I have "WordPress Base Page" set at

civicrm/admin/setting/uf&reset=1

and the wp_users is set correctly as Users Table Name. Something also odd is that the above URL is actually

civicrm%2Fadmin%2Fsetting%2Fuf&reset=1

in my browser. Not sure why...

Also when I visit

admin.php?page=CiviCRM&q=civicrm%2Fevent%2Fmanage&reset=1

it's fine but if I visit

admin.php?page=CiviCRM&q=civicrm%2Fevent%2Fmanage%2Fsettings&reset=1&action=update&id=1

then I get the dreaded

We can't load the requested web page. This page requires cookies to be enabled in your browser settings. Please check this setting and enable cookies (if they are not enabled). Then try again. If this error persists, contact the site adminstrator for assistance.

Site Administrators: This error may indicate ....

Error type: Could not find a valid session key.

error.

All pages I am testing have www before the myurl.org so that's not the problem.

Any ideas what is going on here?