While playing Nimbus I got the message I unlocked a new trail. I can see it show up on the map, but I can't access it in any way.
Can I only access those levels at a later time, or is this a bug?
Trails aren't on the map, they're for customizing your ship. I think you have trails confused with the path you can take to the next level. The only way to access the secondary paths that some levels have is to find the hidden exit in the level.
To access your trails to customize your ship press Ctrl while on the map.